+179.6%
ON vs ALC
+31.8%
+147.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.9% |
| 7D | -11.7% | +4.9% | -16.5% | -14.8% |
| 30D | -23.3% | +19.0% | -42.2% | -32.6% |
| 3M | -19.2% | +7.8% | -26.9% | -24.4% |
| 6M | -40.1% | +14.6% | -54.7% | -47.5% |
| YTD | +16.9% | -4.4% | +21.4% | +15.4% |
| 1Y | +29.7% | +1.4% | +28.3% | +21.8% |
| 3Y | -4.4% | +2.5% | -6.9% | -14.2% |
| 5Y | +7.1% | -10.9% | +18.0% | +7.1% |
| All | +179.6% | +31.8% | +147.8% | +89.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling