-13.9%
ONDS vs ABCL
-81.2%
+67.3%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.9% | -2.6% |
| 7D | -3.3% | -3.3% | 0.0% | -2.0% |
| 30D | -16.0% | -7.1% | -8.8% | -13.3% |
| 3M | -42.1% | +4.7% | -46.8% | -43.2% |
| 6M | -41.8% | +140.9% | -182.6% | -59.4% |
| YTD | -47.1% | +236.0% | -283.1% | -67.7% |
| 1Y | -21.3% | +217.4% | -238.7% | -50.6% |
| 3Y | +695.1% | +188.7% | +506.4% | +346.5% |
| 5Y | -50.0% | -23.5% | -26.5% | -59.8% |
| All | -13.9% | -81.2% | +67.3% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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