-23.3%
ONON vs AA
+2.2%
-25.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.8% | +4.8% | +1.3% |
| 7D | -5.3% | -5.4% | +0.1% | -4.0% |
| 30D | -13.1% | -10.7% | -2.4% | -10.9% |
| 3M | -29.3% | -26.2% | -3.2% | -24.4% |
| 6M | -34.5% | -20.9% | -13.6% | -32.6% |
| YTD | -42.2% | -8.6% | -33.6% | -43.6% |
| 1Y | -37.3% | +57.4% | -94.7% | -48.6% |
| 3Y | -9.3% | +77.8% | -87.1% | -32.8% |
| All | -23.3% | +2.2% | -25.5% | -34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling