+10.6%
ON vs AMT
+15.8%
-5.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.4% | +0.1% |
| 7D | +17.0% | -2.2% | +19.2% | +16.4% |
| 30D | -3.9% | +5.8% | -9.6% | -2.3% |
| 3M | -11.5% | +12.6% | -24.1% | -8.5% |
| 6M | -29.2% | +8.3% | -37.5% | -26.6% |
| YTD | +36.2% | +11.4% | +24.7% | +41.9% |
| 1Y | +49.6% | +7.7% | +41.9% | +55.2% |
| All | +10.6% | +15.8% | -5.2% | +4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling