-0.1%
ONDS vs ACM
+4.8%
-4.9%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.7% |
| 7D | +8.2% | -0.3% | +8.5% | +8.5% |
| 30D | -16.4% | -12.9% | -3.4% | -8.2% |
| 3M | -26.0% | -6.4% | -19.6% | -24.7% |
| 6M | -22.5% | -29.2% | +6.7% | +2.1% |
| YTD | -21.9% | -29.9% | +8.0% | +1.6% |
| 1Y | +25.7% | -47.3% | +73.0% | +121.5% |
| 3Y | +735.5% | -19.6% | +755.1% | +890.2% |
| 5Y | -0.1% | +5.5% | -5.6% | +4.5% |
| All | -0.1% | +4.8% | -4.9% | +4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling