-23.3%
ONON vs ACM
+2.3%
-25.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +1.3% |
| 7D | -5.3% | -5.9% | +0.6% | -1.2% |
| 30D | -13.1% | -6.2% | -6.9% | -10.0% |
| 3M | -29.3% | -7.9% | -21.5% | -25.2% |
| 6M | -34.5% | -30.6% | -3.9% | -15.8% |
| YTD | -42.2% | -33.3% | -8.9% | -24.5% |
| 1Y | -37.3% | -49.2% | +11.9% | -0.3% |
| 3Y | -9.3% | -23.5% | +14.2% | -2.9% |
| All | -23.3% | +2.3% | -25.6% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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