+6,467.5%
ABT vs AON
+5,010.1%
+1,457.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.3% | -2.0% |
| 7D | -3.1% | -3.2% | +0.1% | -2.3% |
| 30D | -2.1% | -11.9% | +9.7% | +1.0% |
| 3M | +17.4% | -2.9% | +20.3% | +18.1% |
| 6M | -2.4% | -6.8% | +4.4% | -0.9% |
| YTD | -14.2% | -10.1% | -4.1% | -12.4% |
| 1Y | -18.3% | -14.2% | -4.1% | -15.6% |
| 3Y | +11.5% | -3.3% | +14.8% | +10.5% |
| 5Y | -9.9% | +13.6% | -23.5% | -14.7% |
| 10Y | +204.4% | +209.2% | -4.8% | +124.5% |
| All | +6,467.5% | +5,010.1% | +1,457.4% | +2,163.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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