-21.7%
ONON vs AMCR
-12.0%
-9.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +3.0% |
| 7D | -2.1% | -6.3% | +4.2% | +1.5% |
| 30D | -11.6% | -7.8% | -3.8% | -7.6% |
| 3M | -30.1% | +7.5% | -37.6% | -33.2% |
| 6M | -30.5% | +2.7% | -33.2% | -32.2% |
| YTD | -41.0% | +6.0% | -47.1% | -44.2% |
| 1Y | -36.7% | +7.8% | -44.5% | -40.8% |
| 3Y | -8.6% | +5.8% | -14.4% | -17.0% |
| All | -21.7% | -12.0% | -9.7% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 10y: compounded portfolio wealth divided by compounded AMCR 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…
10y analysis · Full analysis span regression · 6 months rolling