+643.8%
AMZN vs ON
+557.7%
+86.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.3% | +0.4% |
| 7D | +2.8% | +17.0% | -14.2% | -1.4% |
| 30D | +3.4% | -3.9% | +7.3% | +4.0% |
| 3M | +0.1% | -11.5% | +11.6% | +2.1% |
| 6M | +0.6% | -29.2% | +29.8% | +4.9% |
| YTD | +15.9% | +36.2% | -20.3% | -0.8% |
| 1Y | +9.5% | +49.6% | -40.1% | -9.0% |
| 3Y | +86.3% | +9.4% | +76.9% | +58.0% |
| 5Y | +51.7% | +25.8% | +25.9% | +18.9% |
| All | +643.8% | +557.7% | +86.1% | +263.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 ON 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