-10.5%
ONON vs AWK
+9.9%
-20.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.5% | -1.6% |
| 7D | -3.5% | +0.6% | -4.1% | -3.4% |
| 30D | -30.8% | +4.3% | -35.1% | -30.4% |
| 3M | -29.8% | +12.5% | -42.4% | -28.9% |
| 6M | -34.8% | +3.3% | -38.1% | -34.5% |
| YTD | -42.3% | +9.8% | -52.0% | -41.6% |
| 1Y | -39.5% | +2.9% | -42.4% | -39.2% |
| All | -10.5% | +9.9% | -20.4% | -11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling