+20.0%
ON vs ALC
-9.1%
+29.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.2% | -6.8% | -5.5% |
| 7D | +12.2% | -1.1% | +13.3% | +12.7% |
| 30D | -3.1% | +16.0% | -19.2% | -12.3% |
| 3M | -12.9% | +0.8% | -13.7% | -14.2% |
| 6M | -38.6% | +16.8% | -55.4% | -46.1% |
| YTD | +31.2% | -5.5% | +36.7% | +31.2% |
| 1Y | +47.6% | -5.3% | +52.9% | +47.1% |
| 3Y | +6.6% | +4.1% | +2.5% | -5.7% |
| All | +20.0% | -9.1% | +29.1% | +21.9% |
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