-2.2%
ONDS vs AWK
-17.3%
+15.1%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | -5.0% | -0.7% | -4.2% | -5.0% |
| 30D | -25.6% | +2.8% | -28.3% | -25.6% |
| 3M | -22.1% | +11.3% | -33.4% | -22.7% |
| 6M | -27.6% | +6.7% | -34.3% | -27.9% |
| YTD | -25.7% | +9.4% | -35.1% | -26.5% |
| 1Y | +30.4% | +3.7% | +26.7% | +30.0% |
| 3Y | +695.0% | +9.2% | +685.7% | +636.1% |
| 5Y | -2.2% | -15.7% | +13.5% | -10.9% |
| All | -2.2% | -17.3% | +15.1% | -10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling