-22.1%
ONON vs AME
+86.8%
-108.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -1.7% | +2.8% | -4.4% | -3.9% |
| 30D | -27.4% | -6.3% | -21.1% | -23.7% |
| 3M | -26.5% | +5.4% | -31.9% | -30.9% |
| 6M | -34.2% | +7.4% | -41.7% | -39.2% |
| YTD | -41.3% | +16.2% | -57.5% | -49.5% |
| 1Y | -39.7% | +26.8% | -66.5% | -52.6% |
| 3Y | -7.8% | +57.5% | -65.3% | -44.9% |
| All | -22.1% | +86.8% | -108.9% | -59.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling