+163.8%
ON vs ALB
+1,328.4%
-1,164.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | 0.0% |
| 7D | -11.7% | +9.1% | -20.7% | -16.0% |
| 30D | -23.3% | -3.4% | -19.9% | -22.2% |
| 3M | -19.2% | -20.6% | +1.4% | -10.1% |
| 6M | -40.1% | -48.2% | +8.0% | -16.5% |
| YTD | +16.9% | -29.2% | +46.2% | +33.4% |
| 1Y | +29.7% | +10.0% | +19.7% | +15.1% |
| 3Y | -4.4% | -12.9% | +8.5% | -17.0% |
| 5Y | +7.1% | -61.3% | +68.4% | +39.1% |
| 10Y | +447.2% | +35.8% | +411.4% | +194.0% |
| All | +163.8% | +1,328.4% | -1,164.6% | -69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ALB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling