-10.5%
ONON vs ACM
-22.3%
+11.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.5% | 0.0% |
| 7D | -3.5% | -3.7% | +0.2% | -1.6% |
| 30D | -30.8% | -12.7% | -18.1% | -25.4% |
| 3M | -29.8% | -9.8% | -20.0% | -25.8% |
| 6M | -34.8% | -31.4% | -3.4% | -21.2% |
| YTD | -42.3% | -32.1% | -10.2% | -30.3% |
| 1Y | -39.5% | -47.8% | +8.3% | -17.0% |
| All | -10.5% | -22.3% | +11.8% | -0.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling