+24.5%
ONON vs ALM
+836.8%
-812.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -6.5% | +1.8% | -4.4% |
| 7D | -11.9% | -4.0% | -7.9% | -11.7% |
| 30D | -6.8% | -30.5% | +23.7% | -5.2% |
| 3M | +6.6% | -46.9% | +53.5% | +9.5% |
| 6M | -2.2% | -65.5% | +63.3% | +2.2% |
| YTD | -28.9% | -13.4% | -15.5% | -29.9% |
| 1Y | -20.3% | +9.8% | -30.1% | -22.8% |
| All | +24.5% | +836.8% | -812.3% | +4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling