+7.8%
ON vs ALC
-11.2%
+19.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.7% |
| 7D | -11.7% | +4.9% | -16.5% | -14.4% |
| 30D | -23.3% | +19.0% | -42.2% | -31.4% |
| 3M | -19.2% | +7.8% | -26.9% | -23.6% |
| 6M | -40.1% | +14.6% | -54.7% | -46.6% |
| YTD | +16.9% | -4.4% | +21.4% | +16.4% |
| 1Y | +29.7% | +1.4% | +28.3% | +23.1% |
| 3Y | -4.4% | +2.5% | -6.9% | -13.7% |
| All | +7.8% | -11.2% | +19.0% | +11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling