-11.6%
ONDS vs AWK
+20.7%
-32.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | +2.2% | -11.2% | -6.2% |
| 7D | -23.2% | +7.0% | -30.2% | -15.8% |
| 30D | -29.0% | +17.0% | -46.0% | -12.5% |
| 3M | -40.5% | +12.4% | -52.9% | -30.0% |
| 6M | -45.8% | +19.6% | -65.4% | -28.3% |
| YTD | -46.0% | +17.0% | -63.0% | -28.9% |
| 1Y | -11.6% | +20.0% | -31.6% | +16.1% |
| All | -11.6% | +20.7% | -32.2% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 1y: compounded portfolio wealth divided by compounded AWK 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…
1y analysis · Full analysis span regression · 6 months rolling