-32.0%
AMT vs ONON
-24.2%
-7.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -2.7% | -5.3% | +2.6% | -2.4% |
| 30D | +2.0% | -13.1% | +15.2% | +2.9% |
| 3M | -9.3% | -29.3% | +20.1% | -7.6% |
| 6M | -5.2% | -34.5% | +29.3% | -3.2% |
| YTD | +0.5% | -42.2% | +42.7% | +3.4% |
| 1Y | -7.3% | -37.3% | +30.1% | -5.3% |
| 3Y | +6.2% | -9.3% | +15.5% | +1.9% |
| All | -32.0% | -24.2% | -7.8% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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