-21.7%
ONON vs AFL
+137.4%
-159.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +1.8% |
| 7D | -2.1% | -1.6% | -0.4% | -1.3% |
| 30D | -11.6% | -4.0% | -7.6% | -10.0% |
| 3M | -30.1% | -0.5% | -29.6% | -30.1% |
| 6M | -30.5% | +6.5% | -37.0% | -32.9% |
| YTD | -41.0% | +6.2% | -47.2% | -43.1% |
| 1Y | -36.7% | +8.3% | -45.0% | -39.7% |
| 3Y | -8.6% | +62.5% | -71.1% | -36.0% |
| All | -21.7% | +137.4% | -159.1% | -61.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling