+49.6%
ON vs ALC
-11.3%
+60.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.1% |
| 7D | +17.0% | -6.2% | +23.2% | +16.3% |
| 30D | -3.9% | +14.0% | -17.9% | -2.9% |
| 3M | -11.5% | -2.4% | -9.1% | -11.0% |
| 6M | -29.2% | +12.6% | -41.8% | -29.4% |
| YTD | +36.2% | -8.4% | +44.6% | +41.5% |
| 1Y | +49.6% | -9.1% | +58.8% | +56.2% |
| All | +49.6% | -11.3% | +60.9% | +56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling