-18.1%
ON vs AS
-14.1%
-4.0%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -2.3% | -9.3% | -11.3% |
| 7D | -16.3% | +7.1% | -23.4% | -16.7% |
| 30D | -27.0% | +12.8% | -39.8% | -27.8% |
| 3M | -18.1% | -14.7% | -3.3% | -22.6% |
| All | -18.1% | -14.1% | -4.0% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 3mo: compounded portfolio wealth divided by compounded AS 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…
3mo analysis · Full analysis span regression · Available span rolling