-16.1%
ONDS vs ALM
+614.9%
-631.0%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +7.7% | -10.7% | -4.2% |
| 7D | -3.3% | +1.2% | -4.5% | -3.4% |
| 30D | -16.0% | -19.3% | +3.4% | -13.1% |
| 3M | -42.1% | -40.6% | -1.4% | -37.9% |
| 6M | -41.8% | -57.9% | +16.2% | -34.9% |
| YTD | -47.1% | -6.7% | -40.4% | -45.7% |
| 1Y | -21.3% | +20.2% | -41.5% | -21.2% |
| 3Y | +695.1% | +879.4% | -184.4% | +663.3% |
| 5Y | -50.0% | +415.3% | -465.3% | -53.3% |
| All | -16.1% | +614.9% | -631.0% | -1.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling