-23.3%
ONON vs AVAV
+59.0%
-82.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.4% | +3.8% | -0.6% |
| 7D | -3.5% | -3.2% | -0.3% | -2.9% |
| 30D | -30.8% | -25.6% | -5.2% | -27.2% |
| 3M | -29.8% | -20.2% | -9.6% | -27.9% |
| 6M | -34.8% | -38.1% | +3.2% | -30.4% |
| YTD | -42.3% | -41.8% | -0.5% | -39.2% |
| 1Y | -39.5% | -39.0% | -0.5% | -38.3% |
| 3Y | -9.3% | +24.1% | -33.4% | -30.7% |
| All | -23.3% | +59.0% | -82.3% | -46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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