+556.1%
ON vs AME
+437.3%
+118.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.6% | +5.2% | +5.1% |
| 7D | +3.3% | +1.1% | +2.2% | +2.7% |
| 30D | -3.1% | -4.1% | +1.0% | +1.9% |
| 3M | -9.2% | -6.3% | -2.9% | -1.5% |
| 6M | -31.4% | +3.5% | -34.9% | -32.1% |
| YTD | +36.0% | +17.3% | +18.7% | +17.9% |
| 1Y | +52.0% | +22.0% | +30.0% | +26.5% |
| 3Y | +9.3% | +62.0% | -52.8% | -33.8% |
| 5Y | +26.5% | +78.5% | -52.0% | -29.1% |
| 10Y | +556.1% | +441.6% | +114.5% | +79.4% |
| All | +556.1% | +437.3% | +118.8% | +79.4% |
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