+46.0%
ON vs AA
+58.8%
-12.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.8% | +0.4% |
| 7D | -1.9% | -0.6% | -1.3% | -1.8% |
| 30D | -11.0% | -1.6% | -9.5% | -10.9% |
| 3M | -39.3% | -29.8% | -9.5% | -33.3% |
| 6M | +19.8% | -16.6% | +36.5% | +24.4% |
| YTD | +31.1% | -4.0% | +35.1% | +27.0% |
| 1Y | +46.0% | +63.5% | -17.5% | +24.2% |
| All | +46.0% | +58.8% | -12.9% | +24.2% |
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