-44.8%
ONDS vs ALM
+456.2%
-501.0%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.6% | +2.8% |
| 7D | +8.7% | -7.2% | +15.9% | +10.8% |
| 30D | -14.1% | -26.4% | +12.3% | -8.4% |
| 3M | -41.2% | -38.6% | -2.6% | -35.7% |
| 6M | -39.2% | -61.0% | +21.8% | -28.2% |
| YTD | -41.3% | -7.4% | -33.9% | -40.0% |
| 1Y | -1.2% | +14.0% | -15.2% | -2.6% |
| 3Y | +847.1% | +844.4% | +2.7% | +652.6% |
| 5Y | -44.8% | +410.8% | -455.6% | -57.5% |
| All | -44.8% | +456.2% | -501.0% | -57.5% |
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