+493.5%
ONTO vs ALC
+25.5%
+468.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.0% |
| 7D | +34.4% | -6.2% | +40.6% | +39.1% |
| 30D | -20.4% | +14.0% | -34.5% | -28.0% |
| 3M | -37.8% | -2.4% | -35.5% | -38.4% |
| 6M | -24.6% | +12.6% | -37.2% | -33.4% |
| YTD | +32.8% | -8.4% | +41.2% | +34.4% |
| 1Y | +54.7% | -9.1% | +63.9% | +57.3% |
| 3Y | +54.7% | -0.3% | +55.0% | +41.7% |
| 5Y | +134.0% | -9.9% | +143.9% | +129.8% |
| All | +493.5% | +25.5% | +468.0% | +350.3% |
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