+895.5%
ON vs AMCR
+96.6%
+798.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.8% | -2.6% | -3.6% |
| 7D | -2.2% | -1.8% | -0.3% | -1.3% |
| 30D | -12.4% | -6.0% | -6.4% | -9.9% |
| 3M | -41.2% | +18.9% | -60.1% | -46.7% |
| 6M | +25.0% | +5.7% | +19.3% | +19.7% |
| YTD | +31.3% | +11.1% | +20.2% | +22.0% |
| 1Y | +45.4% | +12.7% | +32.7% | +33.9% |
| 3Y | -27.4% | +9.6% | -37.0% | -32.8% |
| 5Y | +58.5% | -10.3% | +68.8% | +63.6% |
| 10Y | +561.8% | +16.5% | +545.4% | +464.2% |
| All | +895.5% | +96.6% | +798.9% | +726.1% |
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