-40.1%
ON vs AMT
+7.5%
-47.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | -1.6% |
| 7D | -11.7% | +0.5% | -12.2% | -11.2% |
| 30D | -23.3% | +13.6% | -36.9% | -14.6% |
| 3M | -19.2% | +11.5% | -30.6% | -11.6% |
| 6M | -40.1% | +6.9% | -47.1% | -33.7% |
| All | -40.1% | +7.5% | -47.7% | -33.7% |
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