-20.0%
ONON vs ACM
+8.3%
-28.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.0% |
| 7D | -3.0% | -3.7% | +0.8% | -0.4% |
| 30D | -26.7% | -11.1% | -15.6% | -20.2% |
| 3M | -25.3% | -8.0% | -17.3% | -20.9% |
| 6M | -35.3% | -29.7% | -5.6% | -17.4% |
| YTD | -39.8% | -29.4% | -10.4% | -24.4% |
| 1Y | -39.2% | -46.4% | +7.2% | -6.8% |
| 3Y | -4.2% | -22.3% | +18.1% | +2.8% |
| All | -20.0% | +8.3% | -28.3% | -35.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling