+19.0%
ON vs AMT
-4.9%
+23.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +0.2% |
| 7D | +2.4% | -0.2% | +2.7% | +2.2% |
| 30D | -3.3% | +4.6% | -7.9% | +0.2% |
| 3M | -43.6% | -8.4% | -35.1% | -42.8% |
| 6M | +19.0% | -6.0% | +25.0% | +21.9% |
| All | +19.0% | -4.9% | +23.8% | +21.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling