+1,063.5%
ON vs AG
+312.9%
+750.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +4.7% | +4.5% | +8.4% |
| 7D | -1.4% | +10.8% | -12.3% | -3.0% |
| 30D | -10.9% | -8.2% | -2.7% | -9.7% |
| 3M | -14.9% | -13.7% | -1.2% | -13.2% |
| 6M | -33.0% | -27.3% | -5.8% | -30.2% |
| YTD | +27.6% | -4.6% | +32.2% | +25.7% |
| 1Y | +44.5% | +39.4% | +5.1% | +34.1% |
| 3Y | +7.4% | +244.1% | -236.7% | -16.6% |
| 5Y | +18.7% | +16.8% | +2.0% | +3.8% |
| 10Y | +516.0% | +71.7% | +444.3% | +361.5% |
| All | +1,063.5% | +312.9% | +750.5% | +410.5% |
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