+523.3%
ON vs AME
+444.5%
+78.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.1% | -4.1% |
| 7D | +12.2% | +5.9% | +6.4% | +5.6% |
| 30D | -3.1% | -1.9% | -1.2% | -0.7% |
| 3M | -12.9% | -5.4% | -7.5% | -6.6% |
| 6M | -38.6% | +4.9% | -43.5% | -40.2% |
| YTD | +31.2% | +18.5% | +12.8% | +12.5% |
| 1Y | +47.6% | +25.5% | +22.2% | +19.2% |
| 3Y | +6.6% | +63.0% | -56.4% | -35.9% |
| 5Y | +21.3% | +78.3% | -57.0% | -32.0% |
| All | +523.3% | +444.5% | +78.9% | +69.3% |
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