-28.3%
ON vs AGI
+204.0%
-232.3%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | -0.6% |
| 7D | -4.7% | -5.3% | +0.5% | -3.9% |
| 30D | -13.5% | +6.8% | -20.2% | -14.5% |
| 3M | -36.3% | +8.3% | -44.6% | -37.6% |
| 6M | +17.8% | -29.2% | +47.0% | +22.2% |
| YTD | +29.6% | -7.3% | +36.8% | +29.7% |
| 1Y | +45.8% | +8.0% | +37.8% | +43.3% |
| All | -28.3% | +204.0% | -232.3% | -39.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling