+209.9%
ON vs AMT
+429.5%
-219.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.4% |
| 7D | +2.4% | -0.2% | +2.7% | +2.5% |
| 30D | -3.3% | +4.6% | -7.9% | -4.9% |
| 3M | -43.6% | -8.4% | -35.1% | -42.6% |
| 6M | +19.0% | -6.0% | +25.0% | +19.1% |
| YTD | +37.4% | +2.1% | +35.2% | +33.0% |
| 1Y | +54.8% | -6.4% | +61.1% | +54.0% |
| 3Y | -25.2% | +8.1% | -33.2% | -32.1% |
| 5Y | +62.7% | -31.9% | +94.6% | +73.7% |
| 10Y | +574.3% | +97.1% | +477.2% | +382.3% |
| All | +209.9% | +429.5% | -219.6% | +63.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling