-8.6%
ONON vs AME
+59.6%
-68.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.3% | -1.2% | +0.3% |
| 7D | -2.1% | +1.7% | -3.8% | -3.0% |
| 30D | -11.6% | -6.4% | -5.2% | -8.3% |
| 3M | -30.1% | +7.1% | -37.2% | -33.6% |
| 6M | -30.5% | +8.2% | -38.7% | -34.4% |
| YTD | -41.0% | +18.2% | -59.2% | -47.1% |
| 1Y | -36.7% | +26.7% | -63.4% | -45.6% |
| 3Y | -8.6% | +60.7% | -69.3% | -33.7% |
| All | -8.6% | +59.6% | -68.2% | -33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling