-7.8%
ONON vs ABCL
+105.4%
-113.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.6% |
| 7D | -1.7% | +1.4% | -3.1% | -1.8% |
| 30D | -27.4% | +65.1% | -92.5% | -32.7% |
| 3M | -26.5% | +111.1% | -137.6% | -35.1% |
| 6M | -34.2% | +231.6% | -265.8% | -46.7% |
| YTD | -41.3% | +234.5% | -275.8% | -53.0% |
| 1Y | -39.7% | +174.3% | -214.0% | -50.9% |
| 3Y | -7.8% | +111.5% | -119.3% | -29.2% |
| All | -7.8% | +105.4% | -113.2% | -29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling