-13.7%
ON vs AMIX
-100.0%
+86.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -5.6% | -6.0% | -11.5% |
| 7D | -16.3% | -25.5% | +9.2% | -16.2% |
| 30D | -27.0% | -56.2% | +29.2% | -26.9% |
| 3M | -18.1% | -87.4% | +69.4% | -17.9% |
| 6M | -38.6% | -80.9% | +42.3% | -38.3% |
| YTD | +16.4% | -86.8% | +103.2% | +17.0% |
| 1Y | +25.8% | -91.3% | +117.2% | +26.4% |
| All | -13.7% | -100.0% | +86.2% | -24.9% |
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