+452.4%
ON vs AMT
+113.8%
+338.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +1.2% |
| 7D | -11.7% | +0.5% | -12.2% | -11.8% |
| 30D | -23.3% | +13.6% | -36.9% | -26.4% |
| 3M | -19.2% | +11.5% | -30.6% | -22.1% |
| 6M | -40.1% | +6.9% | -47.1% | -42.4% |
| YTD | +16.9% | +10.8% | +6.1% | +10.4% |
| 1Y | +29.7% | +10.3% | +19.4% | +22.6% |
| 3Y | -4.4% | +12.4% | -16.8% | -15.9% |
| 5Y | +7.1% | -20.1% | +27.1% | +9.0% |
| All | +452.4% | +113.8% | +338.7% | +303.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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