+895.2%
ON vs AMCR
+100.3%
+795.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | +12.2% | -2.4% | +14.6% | +13.5% |
| 30D | -3.1% | +3.6% | -6.7% | -5.1% |
| 3M | -12.9% | -4.2% | -8.7% | -11.5% |
| 6M | -38.6% | +15.5% | -54.1% | -43.8% |
| YTD | +31.2% | +9.7% | +21.5% | +22.2% |
| 1Y | +47.6% | +8.3% | +39.3% | +38.5% |
| 3Y | +6.6% | +15.4% | -8.7% | -3.8% |
| 5Y | +21.3% | -9.1% | +30.4% | +23.8% |
| 10Y | +533.3% | +18.6% | +514.7% | +433.0% |
| All | +895.2% | +100.3% | +795.0% | +715.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling