-20.0%
ONON vs ALM
+962.4%
-982.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.2% |
| 7D | -3.0% | -2.6% | -0.4% | -2.8% |
| 30D | -26.7% | +32.0% | -58.7% | -28.6% |
| 3M | -25.3% | -15.0% | -10.3% | -25.0% |
| 6M | -35.3% | -10.1% | -25.1% | -36.0% |
| YTD | -39.8% | +99.4% | -139.2% | -44.8% |
| 1Y | -39.2% | +316.4% | -355.6% | -49.1% |
| 3Y | -4.2% | +2,022.0% | -2,026.2% | -41.1% |
| All | -20.0% | +962.4% | -982.5% | -48.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling