-5.4%
ON vs AMIX
-99.9%
+94.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +11.8% | -2.7% | +9.1% |
| 7D | -1.4% | +1.2% | -2.6% | -1.4% |
| 30D | -10.9% | -45.3% | +34.5% | -10.8% |
| 3M | -14.9% | -83.1% | +68.2% | -14.7% |
| 6M | -33.0% | -76.9% | +43.8% | -32.6% |
| YTD | +27.6% | -85.3% | +112.9% | +28.3% |
| 1Y | +44.5% | -89.8% | +134.3% | +45.1% |
| All | -5.4% | -99.9% | +94.6% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 10y: compounded portfolio wealth divided by compounded AMIX 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…
10y analysis · Full analysis span regression · 6 months rolling