+44.9%
AMZN vs ON
+57.7%
-12.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.6% | -1.7% |
| 7D | -1.0% | -1.9% | +0.9% | -0.5% |
| 30D | -9.2% | -11.0% | +1.8% | -6.6% |
| 3M | +3.4% | -39.3% | +42.7% | +14.9% |
| 6M | +18.2% | +19.8% | -1.6% | +4.3% |
| YTD | +9.3% | +31.1% | -21.7% | -7.2% |
| 1Y | +5.9% | +46.0% | -40.0% | -14.1% |
| 3Y | +82.6% | -27.5% | +110.1% | +73.4% |
| 5Y | +44.9% | +56.9% | -12.0% | +1.4% |
| All | +44.9% | +57.7% | -12.8% | +1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling