-23.3%
ONON vs AG
+59.6%
-82.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.9% | +4.9% | +0.8% |
| 7D | -5.3% | -5.8% | +0.5% | -4.5% |
| 30D | -13.1% | +6.4% | -19.5% | -14.2% |
| 3M | -29.3% | +28.4% | -57.7% | -32.6% |
| 6M | -34.5% | -24.5% | -10.1% | -32.7% |
| YTD | -42.2% | +21.2% | -63.4% | -45.8% |
| 1Y | -37.3% | +114.1% | -151.4% | -47.4% |
| 3Y | -9.3% | +268.0% | -277.3% | -34.8% |
| All | -23.3% | +59.6% | -82.9% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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