+214.2%
ARM vs ONON
+12.6%
+201.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.7% | +3.0% | 0.0% |
| 7D | +19.8% | -11.9% | +31.7% | +25.6% |
| 30D | -21.8% | -6.8% | -15.0% | -20.1% |
| 3M | -26.5% | +6.6% | -33.2% | -29.2% |
| 6M | -3.9% | -2.2% | -1.7% | -6.7% |
| YTD | +82.8% | -28.9% | +111.6% | +101.3% |
| 1Y | +34.3% | -20.3% | +54.6% | +39.8% |
| 3Y | +282.2% | +22.9% | +259.3% | +191.5% |
| All | +214.2% | +12.6% | +201.6% | +137.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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