+45.4%
ON vs AMT
-6.1%
+51.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.4% | -4.5% |
| 7D | -2.2% | -0.2% | -2.0% | -2.3% |
| 30D | -12.4% | +1.8% | -14.3% | -11.5% |
| 3M | -41.2% | -6.2% | -35.0% | -40.6% |
| 6M | +25.0% | -5.0% | +30.0% | +27.0% |
| YTD | +31.3% | +2.1% | +29.2% | +36.0% |
| 1Y | +45.4% | -5.7% | +51.2% | +48.8% |
| All | +45.4% | -6.1% | +51.5% | +48.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling