-31.0%
AMT vs ONON
-24.2%
-6.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | -0.1% |
| 7D | +1.5% | -3.5% | +4.9% | +1.7% |
| 30D | +3.7% | -30.8% | +34.5% | +5.9% |
| 3M | -7.2% | -29.8% | +22.6% | -5.4% |
| 6M | -4.2% | -34.8% | +30.7% | -2.0% |
| YTD | +1.9% | -42.3% | +44.1% | +4.8% |
| 1Y | -6.4% | -39.5% | +33.2% | -4.1% |
| 3Y | +7.7% | -9.3% | +17.0% | +3.4% |
| All | -31.0% | -24.2% | -6.8% | -37.4% |
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