-3.9%
ONON vs ACM
+15.3%
-19.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.3% |
| 7D | -10.0% | +5.6% | -15.6% | -13.4% |
| 30D | -5.3% | +20.8% | -26.1% | -16.8% |
| 3M | +6.5% | +11.4% | -5.0% | -2.1% |
| 6M | -5.0% | +0.9% | -5.9% | -6.4% |
| YTD | -27.6% | -24.8% | -2.8% | -13.4% |
| 1Y | -20.7% | -46.4% | +25.8% | +22.5% |
| 3Y | +26.6% | -9.2% | +35.8% | +18.3% |
| 5Y | -9.6% | +5.0% | -14.6% | -27.5% |
| All | -3.9% | +15.3% | -19.2% | -26.1% |
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