+468.3%
ON vs ACM
+233.3%
+235.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.5% |
| 7D | -11.7% | +5.4% | -17.0% | -14.4% |
| 30D | -23.3% | +15.1% | -38.4% | -29.7% |
| 3M | -19.2% | -10.5% | -8.7% | -15.1% |
| 6M | -40.1% | -19.7% | -20.4% | -33.9% |
| YTD | +16.9% | -28.8% | +45.7% | +37.0% |
| 1Y | +29.7% | -47.9% | +77.6% | +83.3% |
| 3Y | -4.4% | -12.4% | +8.0% | -2.1% |
| 5Y | +7.1% | +0.6% | +6.5% | +2.9% |
| 10Y | +447.2% | +161.3% | +285.9% | +199.7% |
| All | +468.3% | +233.3% | +235.0% | +140.0% |
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