+27.2%
ONDS vs ABCL
-81.3%
+108.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.3% |
| 7D | -3.5% | +0.7% | -4.2% | -3.7% |
| 30D | -14.1% | +93.1% | -107.2% | -33.5% |
| 3M | -36.3% | +79.4% | -115.8% | -50.4% |
| 6M | -27.5% | +214.9% | -242.4% | -54.4% |
| YTD | -21.9% | +234.2% | -256.1% | -52.3% |
| 1Y | +43.0% | +174.8% | -131.8% | -8.2% |
| 3Y | +697.1% | +104.5% | +592.6% | +406.6% |
| 5Y | -1.2% | -39.0% | +37.8% | -18.3% |
| All | +27.2% | -81.3% | +108.5% | +37.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling