-25.1%
ON vs AMC
-79.6%
+54.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.3% | -3.3% | +0.7% |
| 7D | +2.4% | +2.3% | +0.1% | +2.3% |
| 30D | -3.3% | -0.7% | -2.5% | -3.3% |
| 3M | -43.6% | +35.2% | -78.8% | -45.2% |
| 6M | +19.0% | +124.6% | -105.6% | +9.7% |
| YTD | +37.4% | +69.9% | -32.5% | +29.2% |
| 1Y | +54.8% | -2.6% | +57.3% | +52.0% |
| All | -25.1% | -79.6% | +54.5% | -26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling