+18.5%
ONDS vs ALC
+10.4%
+8.1%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.0% | -3.3% | -3.9% |
| 7D | -4.2% | -5.3% | +1.1% | -1.9% |
| 30D | -21.7% | -7.1% | -14.6% | -19.1% |
| 3M | -24.5% | +0.8% | -25.2% | -25.4% |
| 6M | -25.0% | -16.0% | -9.0% | -19.6% |
| YTD | -25.3% | -12.7% | -12.6% | -21.8% |
| 1Y | +33.8% | -12.8% | +46.6% | +39.0% |
| 3Y | +699.3% | -15.8% | +715.2% | +723.0% |
| 5Y | -5.2% | -16.7% | +11.5% | -2.9% |
| All | +18.5% | +10.4% | +8.1% | -16.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling