+47.6%
ON vs AMC
+33.2%
+14.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.7% | -0.9% | -3.5% |
| 7D | +12.2% | +3.5% | +8.7% | +12.1% |
| 30D | -3.1% | +12.5% | -15.6% | -3.0% |
| 3M | -12.9% | +23.6% | -36.4% | -12.8% |
| 6M | -38.6% | +144.4% | -182.9% | -40.1% |
| YTD | +31.2% | +108.3% | -77.1% | +28.9% |
| 1Y | +47.6% | +38.9% | +8.8% | +61.4% |
| All | +47.6% | +33.2% | +14.4% | +61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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