-13.3%
ON vs AMIX
-100.0%
+86.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -11.7% | -16.0% | +4.4% | -11.6% |
| 30D | -23.3% | -55.4% | +32.2% | -23.2% |
| 3M | -19.2% | -87.5% | +68.3% | -19.0% |
| 6M | -40.1% | -81.2% | +41.1% | -39.8% |
| YTD | +16.9% | -86.8% | +103.8% | +17.5% |
| 1Y | +29.7% | -91.6% | +121.3% | +30.3% |
| All | -13.3% | -100.0% | +86.7% | -24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling