+17.9%
ONDS vs ACM
+29.5%
-11.7%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.2% | +0.9% |
| 7D | -5.0% | -5.9% | +0.9% | -0.2% |
| 30D | -25.6% | -6.2% | -19.4% | -23.0% |
| 3M | -22.1% | -7.9% | -14.2% | -19.9% |
| 6M | -27.6% | -30.6% | +3.0% | -4.6% |
| YTD | -25.7% | -33.3% | +7.6% | -0.6% |
| 1Y | +30.4% | -49.2% | +79.6% | +128.4% |
| 3Y | +695.0% | -23.5% | +718.4% | +883.6% |
| 5Y | -2.2% | +0.9% | -3.1% | +2.0% |
| All | +17.9% | +29.5% | -11.7% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ACM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling