-24.2%
ONON vs ADVB
-97.4%
+73.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.1% | +0.5% |
| 7D | +5.7% | -1.2% | +6.9% | +5.7% |
| 30D | +7.0% | -61.4% | +68.3% | +7.3% |
| 3M | -0.1% | -67.8% | +67.8% | +0.2% |
| 6M | +6.5% | -66.9% | +73.4% | +5.2% |
| YTD | -19.3% | -64.9% | +45.6% | -20.2% |
| 1Y | +7.2% | -74.8% | +82.0% | +7.9% |
| All | -24.2% | -97.4% | +73.2% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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