+185.4%
ARM vs ONON
+18.1%
+167.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -7.5% | +5.0% | +0.3% |
| 7D | -10.4% | -4.9% | -5.4% | -8.8% |
| 30D | -31.8% | -1.1% | -30.7% | -31.9% |
| 3M | -32.2% | -10.5% | -21.7% | -30.8% |
| 6M | -14.9% | -1.5% | -13.4% | -17.4% |
| YTD | +66.0% | -25.3% | +91.4% | +79.6% |
| 1Y | +17.2% | -0.7% | +18.0% | +9.4% |
| 3Y | +247.2% | +29.0% | +218.2% | +160.1% |
| All | +185.4% | +18.1% | +167.3% | +112.1% |
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