-15.4%
ONON vs AMDL
+95.0%
-110.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +9.2% | -10.5% | -2.2% |
| 7D | -3.0% | +4.5% | -7.5% | -3.5% |
| 30D | -26.7% | -4.4% | -22.3% | -26.7% |
| 3M | -25.3% | -30.5% | +5.2% | -25.1% |
| 6M | -35.3% | +300.9% | -336.1% | -50.4% |
| YTD | -39.8% | +219.9% | -259.7% | -53.7% |
| 1Y | -39.2% | +374.7% | -413.9% | -58.1% |
| All | -15.4% | +95.0% | -110.5% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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