+8.3%
AMT vs ONON
-9.1%
+17.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | 0.0% |
| 7D | -0.2% | -1.7% | +1.5% | -0.2% |
| 30D | +1.8% | -27.4% | +29.2% | +2.1% |
| 3M | -6.2% | -26.5% | +20.3% | -6.0% |
| 6M | -5.0% | -34.2% | +29.2% | -4.8% |
| YTD | +2.1% | -41.3% | +43.4% | +2.2% |
| 1Y | -5.7% | -39.7% | +33.9% | -5.6% |
| All | +8.3% | -9.1% | +17.4% | +3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling