+47.6%
ON vs AA
+13.9%
+33.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.8% | -4.6% | -2.7% |
| 7D | -5.8% | +0.9% | -6.7% | -6.1% |
| 30D | -17.1% | -6.4% | -10.6% | -15.5% |
| 3M | -11.8% | -13.0% | +1.1% | -8.9% |
| 6M | -30.2% | -34.6% | +4.4% | -21.0% |
| YTD | +31.6% | -23.0% | +54.6% | +33.9% |
| 1Y | +47.6% | +16.0% | +31.6% | +20.8% |
| All | +47.6% | +13.9% | +33.6% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 1y: compounded portfolio wealth divided by compounded AA 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…
1y analysis · Full analysis span regression · 6 months rolling