-13.5%
ONDS vs ALC
+15.9%
-29.4%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.9% | -6.3% | -6.8% |
| 7D | +17.7% | -6.2% | +23.9% | +20.6% |
| 30D | -20.7% | +14.0% | -34.7% | -25.8% |
| 3M | -45.5% | -2.4% | -43.2% | -45.4% |
| 6M | -41.2% | +12.6% | -53.8% | -45.6% |
| YTD | -45.5% | -8.4% | -37.1% | -44.7% |
| 1Y | -3.4% | -9.1% | +5.7% | -2.1% |
| 3Y | +779.3% | -0.3% | +779.6% | +696.3% |
| 5Y | -48.5% | -9.9% | -38.6% | -48.9% |
| All | -13.5% | +15.9% | -29.4% | -40.7% |
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