+591.8%
ON vs AME
+425.2%
+166.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.5% |
| 7D | -1.9% | +1.3% | -3.2% | -3.3% |
| 30D | -11.0% | -6.6% | -4.5% | -4.3% |
| 3M | -39.3% | +3.0% | -42.3% | -40.5% |
| 6M | +19.8% | +5.3% | +14.5% | +15.5% |
| YTD | +31.1% | +15.4% | +15.6% | +14.7% |
| 1Y | +46.0% | +26.8% | +19.2% | +15.1% |
| 3Y | -27.5% | +56.5% | -84.0% | -54.6% |
| 5Y | +56.9% | +85.2% | -28.4% | -15.3% |
| 10Y | +591.8% | +428.5% | +163.3% | +95.9% |
| All | +591.8% | +425.2% | +166.6% | +95.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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