+1,152.2%
ON vs AG
+445.6%
+706.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.3% |
| 7D | +2.4% | +1.0% | +1.4% | +2.2% |
| 30D | -3.3% | +19.2% | -22.5% | -6.1% |
| 3M | -43.6% | +6.2% | -49.7% | -44.3% |
| 6M | +19.0% | -26.7% | +45.6% | +23.3% |
| YTD | +37.4% | +26.1% | +11.2% | +29.8% |
| 1Y | +54.8% | +131.7% | -76.9% | +32.4% |
| 3Y | -25.2% | +255.3% | -280.5% | -42.5% |
| 5Y | +62.7% | +61.9% | +0.8% | +35.4% |
| 10Y | +574.3% | +72.0% | +502.3% | +400.7% |
| All | +1,152.2% | +445.6% | +706.5% | +427.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling