-16.1%
ONDS vs AME
+119.5%
-135.6%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.5% | -3.4% |
| 7D | -3.3% | +5.9% | -9.2% | -7.9% |
| 30D | -16.0% | -1.9% | -14.0% | -13.5% |
| 3M | -42.1% | -5.4% | -36.7% | -38.5% |
| 6M | -41.8% | +4.9% | -46.7% | -42.7% |
| YTD | -47.1% | +18.5% | -65.6% | -53.0% |
| 1Y | -21.3% | +25.5% | -46.8% | -33.3% |
| 3Y | +695.1% | +63.0% | +632.0% | +437.1% |
| 5Y | -50.0% | +78.3% | -128.4% | -68.9% |
| All | -16.1% | +119.5% | -135.6% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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