+535.7%
ON vs ACM
+133.7%
+402.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.3% |
| 7D | -4.1% | +6.6% | -10.7% | -8.3% |
| 30D | -10.2% | +19.8% | -30.0% | -21.4% |
| 3M | -12.7% | -3.1% | -9.6% | -12.6% |
| 6M | -32.5% | -11.5% | -21.0% | -29.1% |
| YTD | +28.6% | -24.7% | +53.2% | +49.9% |
| 1Y | +43.4% | -45.1% | +88.5% | +113.8% |
| 3Y | +3.3% | -8.9% | +12.2% | +0.9% |
| 5Y | +22.5% | +5.4% | +17.1% | +7.9% |
| 10Y | +535.7% | +131.1% | +404.6% | +198.5% |
| All | +535.7% | +133.7% | +402.0% | +198.5% |
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