-22.1%
ONON vs AWK
-15.4%
-6.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.3% | -2.5% |
| 7D | -1.7% | +2.2% | -3.8% | -2.0% |
| 30D | -27.4% | +4.4% | -31.8% | -27.9% |
| 3M | -26.5% | +15.4% | -41.9% | -28.4% |
| 6M | -34.2% | +3.5% | -37.7% | -34.8% |
| YTD | -41.3% | +9.8% | -51.1% | -42.6% |
| 1Y | -39.7% | +3.0% | -42.7% | -40.3% |
| 3Y | -7.8% | +9.7% | -17.5% | -14.3% |
| All | -22.1% | -15.4% | -6.7% | -29.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling