-39.2%
ONON vs AFL
+11.7%
-50.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.3% |
| 7D | -3.0% | +0.6% | -3.6% | -3.0% |
| 30D | -26.7% | -6.2% | -20.5% | -26.8% |
| 3M | -25.3% | +2.2% | -27.5% | -25.0% |
| 6M | -35.3% | +5.3% | -40.5% | -34.9% |
| YTD | -39.8% | +8.0% | -47.7% | -39.3% |
| 1Y | -39.2% | +10.2% | -49.5% | -38.0% |
| All | -39.2% | +11.7% | -50.9% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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