-49.4%
ONON vs AMRZ
-20.3%
-29.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.5% |
| 7D | -5.3% | -8.1% | +2.8% | -2.2% |
| 30D | -13.1% | -14.8% | +1.7% | -7.7% |
| 3M | -29.3% | -19.7% | -9.6% | -23.4% |
| 6M | -34.5% | -30.8% | -3.7% | -25.4% |
| YTD | -42.2% | -24.3% | -17.9% | -36.1% |
| 1Y | -37.3% | -24.0% | -13.3% | -31.3% |
| All | -49.4% | -20.3% | -29.1% | -45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 5y: compounded portfolio wealth divided by compounded AMRZ 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…
5y analysis · Full analysis span regression · 6 months rolling