+58.5%
ON vs AME
+85.0%
-26.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.5% | -4.5% |
| 7D | -2.2% | +2.8% | -4.9% | -5.4% |
| 30D | -12.4% | -6.3% | -6.2% | -5.2% |
| 3M | -41.2% | +5.4% | -46.6% | -44.1% |
| 6M | +25.0% | +7.4% | +17.5% | +16.8% |
| YTD | +31.3% | +16.2% | +15.1% | +11.8% |
| 1Y | +45.4% | +26.8% | +18.6% | +11.0% |
| 3Y | -27.4% | +57.5% | -84.9% | -59.0% |
| 5Y | +58.5% | +84.8% | -26.4% | -28.0% |
| All | +58.5% | +85.0% | -26.5% | -28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling