-5.2%
ONDS vs ALM
+958.0%
-963.2%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.1% | -0.2% | -3.5% |
| 7D | -4.2% | +3.6% | -7.8% | -4.9% |
| 30D | -21.7% | +33.8% | -55.5% | -26.2% |
| 3M | -24.5% | +14.8% | -39.2% | -27.0% |
| 6M | -25.0% | -7.0% | -18.0% | -25.8% |
| YTD | -25.3% | +108.1% | -133.4% | -34.4% |
| 1Y | +33.8% | +313.8% | -280.0% | +7.6% |
| 3Y | +699.3% | +2,227.6% | -1,528.3% | +449.5% |
| 5Y | -5.2% | +956.6% | -961.8% | -37.1% |
| All | -5.2% | +958.0% | -963.2% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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