+629.3%
ON vs AGI
+392.3%
+237.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.7% | +7.8% | +8.4% |
| 7D | +2.4% | -2.7% | +5.1% | +2.7% |
| 30D | -8.6% | +7.2% | -15.9% | -9.4% |
| 3M | -34.3% | +4.3% | -38.6% | -34.9% |
| 6M | +28.5% | -27.1% | +55.6% | +31.8% |
| YTD | +40.6% | -6.6% | +47.2% | +40.6% |
| 1Y | +55.3% | +9.5% | +45.8% | +52.8% |
| 3Y | -22.2% | +208.4% | -230.6% | -31.2% |
| 5Y | +62.4% | +401.6% | -339.3% | +37.7% |
| All | +629.3% | +392.3% | +237.0% | +530.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling