+508.7%
ONTO vs ALC
+26.6%
+482.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -2.2% | +11.0% | +10.1% |
| 7D | +16.4% | -6.3% | +22.6% | +20.6% |
| 30D | -21.4% | +12.6% | -34.0% | -28.3% |
| 3M | -32.7% | -3.8% | -28.9% | -32.8% |
| 6M | -25.2% | +16.8% | -42.0% | -35.7% |
| YTD | +36.2% | -7.6% | +43.8% | +37.1% |
| 1Y | +61.2% | -5.9% | +67.0% | +60.0% |
| 3Y | +58.7% | +0.6% | +58.1% | +44.5% |
| 5Y | +143.6% | -9.5% | +153.1% | +138.6% |
| All | +508.7% | +26.6% | +482.1% | +359.5% |
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 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