+23.9%
ONDS vs ALM
+1,428.2%
-1,404.3%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.1% |
| 7D | -3.5% | -2.6% | -0.9% | -3.2% |
| 30D | -14.1% | +32.0% | -46.1% | -17.6% |
| 3M | -36.3% | -15.0% | -21.3% | -35.5% |
| 6M | -27.5% | -10.1% | -17.4% | -27.6% |
| YTD | -21.9% | +99.4% | -121.4% | -27.8% |
| 1Y | +43.0% | +316.4% | -273.4% | +25.6% |
| 3Y | +697.1% | +2,022.0% | -1,324.9% | +591.4% |
| 5Y | -1.2% | +941.2% | -942.4% | -17.2% |
| All | +23.9% | +1,428.2% | -1,404.3% | +30.8% |
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