+6.7%
ONON vs AWK
+20.7%
-14.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.2% | +3.6% | +6.1% |
| 7D | +20.9% | +7.0% | +13.9% | +22.1% |
| 30D | +21.1% | +17.0% | +4.1% | +24.5% |
| 3M | +2.7% | +12.4% | -9.7% | +4.9% |
| 6M | +12.6% | +19.6% | -7.0% | +17.1% |
| YTD | -16.9% | +17.0% | -33.9% | -14.4% |
| 1Y | +6.7% | +20.0% | -13.3% | +11.5% |
| All | +6.7% | +20.7% | -14.0% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 1y: compounded portfolio wealth divided by compounded AWK 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…
1y analysis · Full analysis span regression · 6 months rolling