-36.7%
ONON vs ACM
-48.8%
+12.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +1.7% |
| 7D | -2.1% | -4.6% | +2.5% | -0.1% |
| 30D | -11.6% | +4.1% | -15.7% | -13.3% |
| 3M | -30.1% | -8.3% | -21.8% | -26.8% |
| 6M | -30.5% | -30.1% | -0.4% | -20.2% |
| YTD | -41.0% | -32.6% | -8.4% | -31.6% |
| 1Y | -36.7% | -49.6% | +12.9% | -23.1% |
| All | -36.7% | -48.8% | +12.1% | -23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling