+153.3%
AMAT vs AON
+3.5%
+149.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.5% | -4.2% | -2.2% |
| 7D | +11.4% | +1.0% | +10.3% | +11.7% |
| 30D | -17.0% | +23.2% | -40.2% | -10.8% |
| 3M | -30.6% | -5.0% | -25.6% | -30.7% |
| 6M | -14.9% | +9.3% | -24.3% | -12.4% |
| YTD | +44.7% | -3.4% | +48.1% | +48.8% |
| 1Y | +66.9% | -2.9% | +69.8% | +71.6% |
| 3Y | +153.3% | +3.6% | +149.6% | +163.1% |
| All | +153.3% | +3.5% | +149.8% | +163.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling