+797.2%
ON vs ALM
+7,705.7%
-6,908.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.0% |
| 7D | +2.4% | -2.6% | +5.0% | +2.4% |
| 30D | -3.3% | +32.0% | -35.3% | -3.4% |
| 3M | -43.6% | -15.0% | -28.5% | -43.6% |
| 6M | +19.0% | -10.1% | +29.1% | +18.9% |
| YTD | +37.4% | +99.4% | -62.1% | +37.0% |
| 1Y | +54.8% | +316.4% | -261.6% | +54.1% |
| 3Y | -25.2% | +2,022.0% | -2,047.2% | -25.9% |
| 5Y | +62.7% | +941.2% | -878.5% | +61.3% |
| 10Y | +574.3% | +2,950.3% | -2,376.0% | +567.5% |
| All | +797.2% | +7,705.7% | -6,908.5% | +785.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling