+62.9%
ON vs ALC
-16.0%
+78.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +2.4% |
| 7D | +2.4% | -2.1% | +4.5% | +3.8% |
| 30D | -3.3% | -0.1% | -3.2% | -3.6% |
| 3M | -43.6% | +5.9% | -49.5% | -46.5% |
| 6M | +19.0% | -15.9% | +34.9% | +31.0% |
| YTD | +37.4% | -10.1% | +47.5% | +43.0% |
| 1Y | +54.8% | -10.2% | +65.0% | +61.1% |
| 3Y | -25.2% | -13.6% | -11.6% | -22.3% |
| All | +62.9% | -16.0% | +78.9% | +73.2% |
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 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