+115.8%
ONTO vs ALC
-10.7%
+126.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.3% | +11.7% | +11.8% |
| 7D | +1.4% | +2.1% | -0.7% | -0.2% |
| 30D | -34.1% | +17.2% | -51.3% | -40.4% |
| 3M | -37.1% | +4.6% | -41.7% | -39.8% |
| 6M | -31.8% | +20.1% | -51.9% | -41.3% |
| YTD | +22.9% | -4.2% | +27.1% | +22.5% |
| 1Y | +39.5% | +2.1% | +37.4% | +32.6% |
| 3Y | +57.7% | +4.5% | +53.2% | +41.6% |
| 5Y | +115.8% | -12.3% | +128.2% | +132.0% |
| All | +115.8% | -10.7% | +126.5% | +132.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling