-10.5%
ONON vs AA
+73.4%
-83.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.8% | +4.8% | +1.1% |
| 7D | -5.3% | -5.4% | +0.1% | -4.2% |
| 30D | -13.1% | -10.7% | -2.4% | -11.2% |
| 3M | -29.3% | -26.2% | -3.2% | -24.8% |
| 6M | -34.5% | -20.9% | -13.6% | -32.9% |
| YTD | -42.2% | -8.6% | -33.6% | -43.8% |
| 1Y | -37.3% | +57.4% | -94.7% | -48.7% |
| All | -10.5% | +73.4% | -83.8% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 3y: compounded portfolio wealth divided by compounded AA 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…
3y analysis · Full analysis span regression · 6 months rolling