-21.7%
ONON vs AME
+90.0%
-111.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.3% | -1.2% | -0.6% |
| 7D | -2.1% | +1.7% | -3.8% | -3.5% |
| 30D | -11.6% | -6.4% | -5.2% | -6.7% |
| 3M | -30.1% | +7.1% | -37.2% | -35.1% |
| 6M | -30.5% | +8.2% | -38.7% | -36.1% |
| YTD | -41.0% | +18.2% | -59.2% | -50.0% |
| 1Y | -36.7% | +26.7% | -63.4% | -50.1% |
| 3Y | -8.6% | +60.7% | -69.3% | -46.3% |
| All | -21.7% | +90.0% | -111.7% | -60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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