+61.4%
AMAT vs AON
+2.1%
+59.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.4% | -7.7% | +0.2% |
| 7D | -11.2% | +9.4% | -20.7% | -4.4% |
| 30D | -31.9% | +27.0% | -58.9% | -16.8% |
| 3M | -32.3% | -3.1% | -29.2% | -33.3% |
| 6M | -5.4% | +10.0% | -15.4% | +5.1% |
| YTD | +44.3% | -1.6% | +45.8% | +50.1% |
| 1Y | +61.4% | +0.9% | +60.5% | +73.5% |
| All | +61.4% | +2.1% | +59.3% | +73.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling