+203.0%
AMAT vs AON
-1.3%
+204.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +4.0% |
| 7D | -1.5% | -9.1% | +7.6% | -3.9% |
| 30D | -14.8% | -10.2% | -4.6% | -17.0% |
| 3M | -9.3% | +0.5% | -9.8% | -9.2% |
| 6M | +27.4% | -4.8% | +32.2% | +27.6% |
| YTD | +77.6% | -8.0% | +85.6% | +78.1% |
| 1Y | +188.9% | -13.1% | +202.0% | +191.9% |
| All | +203.0% | -1.3% | +204.3% | +199.4% |
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