+4,131.0%
ON vs AGI
+5,381.0%
-1,250.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.4% | -3.0% | -4.3% |
| 7D | -2.2% | +4.4% | -6.5% | -2.5% |
| 30D | -12.4% | +10.0% | -22.4% | -13.2% |
| 3M | -41.2% | +1.7% | -42.9% | -41.4% |
| 6M | +25.0% | -26.8% | +51.8% | +27.6% |
| YTD | +31.3% | -5.3% | +36.6% | +31.1% |
| 1Y | +45.4% | +11.5% | +33.9% | +43.1% |
| 3Y | -27.4% | +212.9% | -240.3% | -34.7% |
| 5Y | +58.5% | +388.8% | -330.3% | +37.1% |
| 10Y | +561.8% | +383.6% | +178.3% | +450.8% |
| All | +4,131.0% | +5,381.0% | -1,250.0% | +3,317.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling