+209.9%
ON vs AME
+9,273.4%
-9,063.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | -0.3% |
| 7D | +2.4% | +0.6% | +1.8% | +1.9% |
| 30D | -3.3% | -6.7% | +3.4% | +2.6% |
| 3M | -43.6% | +4.1% | -47.6% | -44.8% |
| 6M | +19.0% | +1.6% | +17.4% | +19.5% |
| YTD | +37.4% | +16.1% | +21.2% | +23.3% |
| 1Y | +54.8% | +27.3% | +27.4% | +28.2% |
| 3Y | -25.2% | +50.9% | -76.0% | -46.0% |
| 5Y | +62.7% | +81.4% | -18.7% | +4.3% |
| 10Y | +574.3% | +417.0% | +157.4% | +96.7% |
| All | +209.9% | +9,273.4% | -9,063.4% | -87.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling