+567.7%
ON vs ACM
+230.8%
+336.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | +2.4% | -3.7% | +6.2% | +4.8% |
| 30D | -3.3% | -11.1% | +7.8% | +2.2% |
| 3M | -43.6% | -8.0% | -35.6% | -42.3% |
| 6M | +19.0% | -29.7% | +48.6% | +42.6% |
| YTD | +37.4% | -29.4% | +66.7% | +62.0% |
| 1Y | +54.8% | -46.4% | +101.2% | +115.7% |
| 3Y | -25.2% | -22.3% | -2.8% | -17.5% |
| 5Y | +62.7% | +4.5% | +58.3% | +52.7% |
| 10Y | +574.3% | +127.6% | +446.7% | +297.8% |
| All | +567.7% | +230.8% | +336.9% | +183.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling