+311.3%
ARM vs ONON
-7.2%
+318.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.6% | +6.3% | +4.8% |
| 7D | +11.4% | -1.7% | +13.0% | +12.0% |
| 30D | -7.4% | -27.4% | +19.9% | +3.5% |
| 3M | -24.5% | -26.5% | +2.0% | -16.8% |
| 6M | +128.7% | -34.2% | +162.9% | +161.8% |
| YTD | +139.3% | -41.3% | +180.6% | +187.4% |
| 1Y | +88.0% | -39.7% | +127.6% | +120.4% |
| All | +311.3% | -7.2% | +318.4% | +239.5% |
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