-13.5%
AMT vs ONON
-10.9%
-2.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.9% |
| 7D | +1.5% | -10.0% | +11.5% | +2.2% |
| 30D | +6.8% | -5.3% | +12.1% | +7.1% |
| 3M | +11.2% | +6.5% | +4.7% | +10.7% |
| 6M | +12.5% | -5.0% | +17.4% | +12.4% |
| YTD | +12.5% | -27.6% | +40.1% | +14.1% |
| 1Y | +10.1% | -20.7% | +30.8% | +10.9% |
| 3Y | +16.0% | +26.6% | -10.6% | +8.2% |
| All | -13.5% | -10.9% | -2.6% | -22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling