-24.5%
ON vs AG
+274.2%
-298.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.4% |
| 7D | +2.4% | +1.0% | +1.4% | +2.2% |
| 30D | -3.3% | +19.2% | -22.5% | -6.7% |
| 3M | -43.6% | +6.2% | -49.7% | -44.6% |
| 6M | +19.0% | -26.7% | +45.6% | +22.9% |
| YTD | +37.4% | +26.1% | +11.2% | +28.3% |
| 1Y | +54.8% | +131.7% | -76.9% | +29.3% |
| All | -24.5% | +274.2% | -298.7% | -44.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling