+29.7%
ON vs AMC
+24.6%
+5.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.5% | +0.4% |
| 7D | -11.7% | +2.6% | -14.3% | -11.5% |
| 30D | -23.3% | +9.0% | -32.3% | -23.1% |
| 3M | -19.2% | +22.2% | -41.4% | -19.1% |
| 6M | -40.1% | +91.5% | -131.6% | -40.8% |
| YTD | +16.9% | +101.3% | -84.4% | +14.3% |
| 1Y | +29.7% | +20.8% | +9.0% | +48.2% |
| All | +29.7% | +24.6% | +5.1% | +48.2% |
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