+47.6%
ON vs AME
+24.0%
+23.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.1% | -4.3% |
| 7D | +12.2% | +5.9% | +6.4% | +3.4% |
| 30D | -3.1% | -1.9% | -1.2% | -0.4% |
| 3M | -12.9% | -5.4% | -7.5% | -5.2% |
| 6M | -38.6% | +4.9% | -43.5% | -41.5% |
| YTD | +31.2% | +18.5% | +12.8% | +4.8% |
| 1Y | +47.6% | +25.5% | +22.2% | +9.2% |
| All | +47.6% | +24.0% | +23.6% | +9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling