-23.3%
ONON vs ALM
+1,008.4%
-1,031.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.1% | +2.6% | -1.2% |
| 7D | -3.5% | +3.6% | -7.1% | -3.8% |
| 30D | -30.8% | +33.8% | -64.6% | -32.7% |
| 3M | -29.8% | +14.8% | -44.6% | -31.3% |
| 6M | -34.8% | -7.0% | -27.9% | -35.8% |
| YTD | -42.3% | +108.1% | -150.3% | -47.3% |
| 1Y | -39.5% | +313.8% | -353.3% | -49.2% |
| 3Y | -9.3% | +2,227.6% | -2,236.9% | -44.9% |
| All | -23.3% | +1,008.4% | -1,031.7% | -50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling