+591.8%
ON vs AG
+64.8%
+527.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.5% |
| 7D | -1.9% | -0.1% | -1.8% | -1.9% |
| 30D | -11.0% | +12.5% | -23.5% | -13.0% |
| 3M | -39.3% | +28.2% | -67.5% | -42.1% |
| 6M | +19.8% | -18.8% | +38.7% | +22.3% |
| YTD | +31.1% | +27.4% | +3.7% | +23.0% |
| 1Y | +46.0% | +132.2% | -86.2% | +23.3% |
| 3Y | -27.5% | +286.9% | -314.4% | -46.2% |
| 5Y | +56.9% | +72.8% | -15.9% | +26.6% |
| 10Y | +591.8% | +74.6% | +517.2% | +425.0% |
| All | +591.8% | +64.8% | +527.0% | +425.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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