+6.6%
ON vs ALM
+909.2%
-902.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +7.7% | -11.4% | -4.4% |
| 7D | +12.2% | +1.2% | +11.0% | +12.0% |
| 30D | -3.1% | -19.3% | +16.2% | -1.2% |
| 3M | -12.9% | -40.6% | +27.8% | -9.2% |
| 6M | -38.6% | -57.9% | +19.3% | -34.7% |
| YTD | +31.2% | -6.7% | +37.9% | +34.7% |
| 1Y | +47.6% | +20.2% | +27.5% | +50.1% |
| 3Y | +6.6% | +879.4% | -872.8% | -2.8% |
| All | +6.6% | +909.2% | -902.6% | -2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling