+561.8%
ON vs ACM
+128.0%
+433.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.8% | -3.6% | -3.9% |
| 7D | -2.2% | -0.3% | -1.9% | -1.9% |
| 30D | -12.4% | -12.9% | +0.5% | -5.1% |
| 3M | -41.2% | -6.4% | -34.8% | -40.6% |
| 6M | +25.0% | -29.2% | +54.2% | +55.1% |
| YTD | +31.3% | -29.9% | +61.2% | +61.0% |
| 1Y | +45.4% | -47.3% | +92.7% | +121.5% |
| 3Y | -27.4% | -19.6% | -7.8% | -22.0% |
| 5Y | +58.5% | +5.5% | +53.0% | +39.8% |
| 10Y | +561.8% | +129.7% | +432.1% | +255.3% |
| All | +561.8% | +128.0% | +433.9% | +255.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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