+523.3%
ON vs AG
+76.0%
+447.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.4% | -1.2% | -3.2% |
| 7D | +12.2% | -10.0% | +22.2% | +14.3% |
| 30D | -3.1% | -10.5% | +7.4% | -1.3% |
| 3M | -12.9% | -27.3% | +14.4% | -8.4% |
| 6M | -38.6% | -43.0% | +4.4% | -33.1% |
| YTD | +31.2% | -17.9% | +49.1% | +32.3% |
| 1Y | +47.6% | +11.9% | +35.7% | +40.9% |
| 3Y | +6.6% | +201.8% | -195.2% | -17.7% |
| 5Y | +21.3% | -0.1% | +21.3% | +6.4% |
| All | +523.3% | +76.0% | +447.3% | +379.7% |
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