-3.9%
ONON vs ABCL
-40.1%
+36.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +1.9% |
| 7D | -10.0% | -3.3% | -6.7% | -9.4% |
| 30D | -5.3% | -7.1% | +1.8% | -4.7% |
| 3M | +6.5% | +4.7% | +1.7% | +3.3% |
| 6M | -5.0% | +140.9% | -145.9% | -26.5% |
| YTD | -27.6% | +236.0% | -263.6% | -49.7% |
| 1Y | -20.7% | +217.4% | -238.1% | -44.3% |
| 3Y | +26.6% | +188.7% | -162.1% | -20.1% |
| 5Y | -9.6% | -23.5% | +13.9% | -26.5% |
| All | -3.9% | -40.1% | +36.2% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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