-48.6%
ONON vs AMRZ
-17.3%
-31.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.3% | +1.7% | -0.9% |
| 7D | -1.7% | -2.0% | +0.4% | -0.9% |
| 30D | -27.4% | -9.8% | -17.5% | -24.7% |
| 3M | -26.5% | -17.2% | -9.3% | -21.3% |
| 6M | -34.2% | -26.9% | -7.3% | -26.5% |
| YTD | -41.3% | -21.5% | -19.9% | -36.0% |
| 1Y | -39.7% | -22.9% | -16.8% | -34.2% |
| All | -48.6% | -17.3% | -31.3% | -45.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling