-20.0%
ONON vs ACGL
+163.6%
-183.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -0.8% |
| 7D | -3.0% | -0.7% | -2.2% | -2.8% |
| 30D | -26.7% | -1.0% | -25.7% | -26.5% |
| 3M | -25.3% | +11.0% | -36.3% | -27.8% |
| 6M | -35.3% | -0.3% | -34.9% | -35.3% |
| YTD | -39.8% | +2.3% | -42.1% | -40.5% |
| 1Y | -39.2% | +6.4% | -45.6% | -40.8% |
| 3Y | -4.2% | +34.0% | -38.2% | -19.2% |
| All | -20.0% | +163.6% | -183.7% | -57.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling