+47.6%
ON vs AG
+7.9%
+39.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.4% | -1.2% | -3.0% |
| 7D | +12.2% | -10.0% | +22.2% | +15.0% |
| 30D | -3.1% | -10.5% | +7.4% | -0.6% |
| 3M | -12.9% | -27.3% | +14.4% | -6.9% |
| 6M | -38.6% | -43.0% | +4.4% | -32.7% |
| YTD | +31.2% | -17.9% | +49.1% | +36.5% |
| 1Y | +47.6% | +11.9% | +35.7% | +47.0% |
| All | +47.6% | +7.9% | +39.8% | +47.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling