-4.4%
ON vs AME
+62.2%
-66.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.1% | -2.5% |
| 7D | -11.7% | -5.2% | -6.5% | -6.0% |
| 30D | -23.3% | -8.0% | -15.2% | -15.4% |
| 3M | -19.2% | -8.9% | -10.3% | -9.5% |
| 6M | -40.1% | -5.0% | -35.2% | -35.2% |
| YTD | +16.9% | +11.9% | +5.0% | +7.4% |
| 1Y | +29.7% | +16.6% | +13.1% | +14.5% |
| 3Y | -4.4% | +62.5% | -66.9% | -39.4% |
| All | -4.4% | +62.2% | -66.6% | -39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling