-23.3%
ONON vs AWK
-15.7%
-7.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.4% | +0.1% |
| 7D | -5.3% | -0.7% | -4.6% | -5.2% |
| 30D | -13.1% | +2.8% | -15.9% | -13.5% |
| 3M | -29.3% | +11.3% | -40.7% | -30.7% |
| 6M | -34.5% | +6.7% | -41.3% | -35.5% |
| YTD | -42.2% | +9.4% | -51.6% | -43.5% |
| 1Y | -37.3% | +3.7% | -41.1% | -38.1% |
| 3Y | -9.3% | +9.2% | -18.5% | -15.6% |
| All | -23.3% | -15.7% | -7.6% | -30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling