+68.1%
ONTO vs ALC
-8.7%
+76.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.6% | -1.0% | -14.6% | -15.1% |
| 7D | -29.7% | +7.6% | -37.3% | -32.7% |
| 30D | -50.3% | +21.1% | -71.4% | -55.8% |
| 3M | -43.5% | +8.5% | -52.0% | -46.8% |
| 6M | -48.9% | +2.8% | -51.7% | -51.2% |
| YTD | -1.2% | -2.4% | +1.2% | -2.3% |
| 1Y | +14.9% | +3.5% | +11.4% | +8.7% |
| 3Y | +31.2% | +4.2% | +27.0% | +18.9% |
| 5Y | +68.1% | -9.0% | +77.1% | +73.5% |
| All | +68.1% | -8.7% | +76.8% | +73.5% |
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 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