+561.8%
ON vs ALM
+3,219.4%
-2,657.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +8.8% | -13.3% | -5.0% |
| 7D | -2.2% | +8.4% | -10.6% | -2.7% |
| 30D | -12.4% | +34.8% | -47.3% | -14.2% |
| 3M | -41.2% | +16.2% | -57.4% | -42.0% |
| 6M | +25.0% | +2.1% | +22.9% | +23.6% |
| YTD | +31.3% | +117.0% | -85.8% | +25.0% |
| 1Y | +45.4% | +313.9% | -268.4% | +33.7% |
| 3Y | -27.4% | +2,327.9% | -2,355.3% | -41.4% |
| 5Y | +58.5% | +1,040.6% | -982.2% | +31.4% |
| 10Y | +561.8% | +3,219.4% | -2,657.6% | +391.7% |
| All | +561.8% | +3,219.4% | -2,657.6% | +391.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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