-9.3%
AMAT vs AON
+0.8%
-10.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +2.8% |
| 7D | -1.5% | -9.1% | +7.6% | -13.0% |
| 30D | -14.8% | -10.2% | -4.6% | -26.5% |
| 3M | -9.3% | +0.5% | -9.8% | +11.1% |
| All | -9.3% | +0.8% | -10.1% | +11.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling