-16.1%
ONDS vs ARES
+250.6%
-266.7%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -4.0% | -3.8% |
| 7D | -3.3% | +0.5% | -3.8% | -3.3% |
| 30D | -16.0% | +19.7% | -35.6% | -27.4% |
| 3M | -42.1% | -9.0% | -33.1% | -38.5% |
| 6M | -41.8% | +11.5% | -53.3% | -47.2% |
| YTD | -47.1% | -13.8% | -33.3% | -42.5% |
| 1Y | -21.3% | -5.6% | -15.8% | -20.8% |
| 3Y | +695.1% | +36.1% | +659.0% | +540.9% |
| 5Y | -50.0% | +82.7% | -132.7% | -68.9% |
| All | -16.1% | +250.6% | -266.7% | -55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 10y: compounded portfolio wealth divided by compounded ARES 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…
10y analysis · Full analysis span regression · 6 months rolling