-9.4%
ONDS vs ACM
+46.3%
-55.7%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.6% | -7.3% | -7.2% |
| 7D | -3.8% | +6.6% | -10.4% | -8.3% |
| 30D | -17.2% | +19.8% | -37.0% | -28.2% |
| 3M | -40.2% | -3.1% | -37.0% | -40.2% |
| 6M | -38.5% | -11.5% | -27.0% | -34.7% |
| YTD | -42.9% | -24.7% | -18.2% | -31.1% |
| 1Y | -5.3% | -45.1% | +39.8% | +54.7% |
| 3Y | +820.7% | -8.9% | +829.5% | +873.8% |
| 5Y | -41.6% | +5.4% | -47.0% | -42.7% |
| All | -9.4% | +46.3% | -55.7% | -20.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling