+520.4%
ON vs AG
+74.5%
+445.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.9% | +6.6% | +1.7% |
| 7D | -4.1% | +6.0% | -10.1% | -5.1% |
| 30D | -10.2% | -13.5% | +3.3% | -8.0% |
| 3M | -12.7% | -20.7% | +7.9% | -9.6% |
| 6M | -32.5% | -31.5% | -1.0% | -28.7% |
| YTD | +28.6% | -10.1% | +38.7% | +27.6% |
| 1Y | +43.4% | +26.0% | +17.4% | +34.2% |
| 3Y | +3.3% | +228.9% | -225.6% | -21.4% |
| 5Y | +22.5% | +8.7% | +13.8% | +6.0% |
| All | +520.4% | +74.5% | +445.9% | +371.1% |
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