-6.7%
ONON vs ACGL
+173.1%
-179.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +0.9% | -8.5% | -7.8% |
| 7D | -4.9% | +1.3% | -6.2% | -5.3% |
| 30D | -1.1% | +14.2% | -15.3% | -4.9% |
| 3M | -10.5% | +11.1% | -21.6% | -13.3% |
| 6M | -1.5% | +16.4% | -17.9% | -6.0% |
| YTD | -25.3% | +13.8% | -39.1% | -28.5% |
| 1Y | -0.7% | +21.6% | -22.3% | -6.7% |
| 3Y | +29.0% | +33.5% | -4.5% | +13.2% |
| 5Y | -6.7% | +174.8% | -181.5% | -51.8% |
| All | -6.7% | +173.1% | -179.8% | -51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling