+423.1%
ONTO vs ALC
+35.1%
+388.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +6.8% | -15.5% | -12.7% |
| 7D | -17.4% | +10.7% | -28.1% | -22.9% |
| 30D | -43.2% | +20.2% | -63.4% | -50.0% |
| 3M | -35.7% | +8.9% | -44.6% | -40.3% |
| 6M | -38.3% | +5.7% | -44.0% | -42.9% |
| YTD | +17.1% | -1.4% | +18.5% | +13.7% |
| 1Y | +43.1% | +4.7% | +38.4% | +32.7% |
| 3Y | +55.4% | +5.2% | +50.2% | +38.7% |
| 5Y | +111.2% | -8.3% | +119.5% | +107.1% |
| All | +423.1% | +35.1% | +388.1% | +280.9% |
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