-19.2%
ON vs AME
-10.5%
-8.7%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.1% | -3.1% |
| 7D | -11.7% | -5.2% | -6.5% | -5.1% |
| 30D | -23.3% | -8.0% | -15.2% | -13.9% |
| 3M | -19.2% | -8.9% | -10.3% | -10.3% |
| All | -19.2% | -10.5% | -8.7% | -10.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling