+47.6%
ON vs AGI
-1.1%
+48.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +10.8% | -12.7% | -4.4% |
| 7D | -5.8% | -5.3% | -0.5% | -4.7% |
| 30D | -17.1% | -7.1% | -9.9% | -15.7% |
| 3M | -11.8% | +4.4% | -16.2% | -13.2% |
| 6M | -30.2% | -23.0% | -7.2% | -26.6% |
| YTD | +31.6% | -22.0% | +53.6% | +37.1% |
| 1Y | +47.6% | +0.3% | +47.3% | +44.2% |
| All | +47.6% | -1.1% | +48.7% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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