+516.0%
ON vs AMT
+116.9%
+399.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +0.1% | +9.1% | +9.1% |
| 7D | -1.4% | +0.4% | -1.8% | -1.6% |
| 30D | -10.9% | +3.7% | -14.6% | -12.0% |
| 3M | -14.9% | +10.7% | -25.6% | -17.8% |
| 6M | -33.0% | +9.3% | -42.3% | -36.1% |
| YTD | +27.6% | +10.9% | +16.7% | +20.4% |
| 1Y | +44.5% | +10.5% | +34.0% | +36.4% |
| 3Y | +7.4% | +15.5% | -8.1% | -6.8% |
| 5Y | +18.7% | -20.6% | +39.3% | +21.4% |
| 10Y | +516.0% | +124.5% | +391.4% | +331.0% |
| All | +516.0% | +116.9% | +399.1% | +331.0% |
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