-23.3%
ONON vs ACGL
+158.3%
-181.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.7% |
| 7D | -3.5% | -2.1% | -1.3% | -2.8% |
| 30D | -30.8% | -2.2% | -28.6% | -30.3% |
| 3M | -29.8% | +6.3% | -36.1% | -31.2% |
| 6M | -34.8% | +0.5% | -35.3% | -35.1% |
| YTD | -42.3% | +0.2% | -42.5% | -42.6% |
| 1Y | -39.5% | +7.3% | -46.8% | -41.3% |
| 3Y | -9.3% | +30.8% | -40.1% | -22.8% |
| All | -23.3% | +158.3% | -181.6% | -59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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