+1.9%
ON vs AMIX
-99.9%
+101.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.0% |
| 7D | +2.4% | -13.7% | +16.2% | +2.5% |
| 30D | -3.3% | -62.1% | +58.8% | -3.2% |
| 3M | -43.6% | -46.2% | +2.6% | -43.3% |
| 6M | +19.0% | -46.4% | +65.4% | +19.5% |
| YTD | +37.4% | -60.3% | +97.6% | +37.9% |
| 1Y | +54.8% | -79.7% | +134.4% | +55.3% |
| All | +1.9% | -99.9% | +101.7% | -11.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling