-23.3%
ONON vs ALM
+902.0%
-925.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -9.6% | +9.6% | +0.8% |
| 7D | -5.3% | -7.1% | +1.8% | -4.8% |
| 30D | -13.1% | +24.7% | -37.8% | -15.1% |
| 3M | -29.3% | +8.3% | -37.6% | -30.5% |
| 6M | -34.5% | -22.2% | -12.4% | -34.5% |
| YTD | -42.2% | +88.1% | -130.3% | -46.9% |
| 1Y | -37.3% | +272.4% | -309.7% | -47.0% |
| 3Y | -9.3% | +2,004.1% | -2,013.4% | -44.4% |
| All | -23.3% | +902.0% | -925.3% | -50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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