+629.3%
ON vs AMCR
+14.6%
+614.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -1.6% | +10.1% | +9.5% |
| 7D | +2.4% | -6.3% | +8.6% | +6.6% |
| 30D | -8.6% | -7.8% | -0.8% | -4.2% |
| 3M | -34.3% | +7.5% | -41.9% | -38.5% |
| 6M | +28.5% | +2.7% | +25.8% | +23.3% |
| YTD | +40.6% | +6.0% | +34.6% | +30.8% |
| 1Y | +55.3% | +7.8% | +47.5% | +42.5% |
| 3Y | -22.2% | +5.8% | -28.0% | -29.3% |
| 5Y | +62.4% | -11.6% | +74.0% | +68.6% |
| All | +629.3% | +14.6% | +614.7% | +460.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 10y: compounded portfolio wealth divided by compounded AMCR 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…
10y analysis · Full analysis span regression · 6 months rolling