-36.9%
AMAT vs AON
-7.5%
-29.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.8% | +7.0% | +2.7% |
| 7D | -14.7% | +4.4% | -19.1% | -12.7% |
| 30D | -36.1% | +24.1% | -60.2% | -28.2% |
| 3M | -36.9% | -7.0% | -29.9% | -36.8% |
| All | -36.9% | -7.5% | -29.3% | -36.8% |
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