+23.9%
ONDS vs ALC
+13.7%
+10.2%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.8% |
| 7D | -3.5% | -2.1% | -1.4% | -2.6% |
| 30D | -14.1% | -0.1% | -14.0% | -13.9% |
| 3M | -36.3% | +5.9% | -42.2% | -38.6% |
| 6M | -27.5% | -15.9% | -11.6% | -22.1% |
| YTD | -21.9% | -10.1% | -11.8% | -19.3% |
| 1Y | +43.0% | -10.2% | +53.2% | +46.8% |
| 3Y | +697.1% | -13.6% | +710.6% | +711.9% |
| 5Y | -1.2% | -15.1% | +14.0% | +1.0% |
| All | +23.9% | +13.7% | +10.2% | -13.5% |
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