+51.4%
ON vs AGI
+406.3%
-355.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.5% | -0.4% |
| 7D | -1.9% | +2.2% | -4.1% | -2.3% |
| 30D | -11.0% | +11.3% | -22.3% | -13.0% |
| 3M | -39.3% | +5.6% | -45.0% | -40.4% |
| 6M | +19.8% | -27.7% | +47.5% | +25.7% |
| YTD | +31.1% | -4.1% | +35.2% | +29.9% |
| 1Y | +46.0% | +13.8% | +32.2% | +39.7% |
| 3Y | -27.5% | +217.0% | -244.6% | -46.5% |
| All | +51.4% | +406.3% | -355.0% | -0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling