-13.3%
ONDS vs ALLY
+46.2%
-59.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -1.7% | +19.7% | +19.3% |
| 7D | -15.6% | +0.9% | -16.5% | -16.7% |
| 30D | -25.8% | +3.1% | -28.9% | -27.9% |
| 3M | -39.0% | -12.6% | -26.4% | -32.7% |
| 6M | -42.9% | -12.4% | -30.4% | -37.0% |
| YTD | -45.3% | -13.2% | -32.2% | -39.9% |
| 1Y | +1.6% | +1.8% | -0.2% | -0.9% |
| 3Y | +834.3% | +58.0% | +776.4% | +577.1% |
| 5Y | -43.8% | -8.4% | -35.4% | -43.0% |
| All | -13.3% | +46.2% | -59.5% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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