+126.7%
AMAT vs AON
+19.9%
+106.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.8% | +7.0% | +4.5% |
| 7D | -14.7% | +4.4% | -19.1% | -15.1% |
| 30D | -36.1% | +24.1% | -60.2% | -37.7% |
| 3M | -36.9% | -7.0% | -29.9% | -36.1% |
| 6M | -22.2% | +9.1% | -31.3% | -25.3% |
| YTD | +29.9% | -4.4% | +34.3% | +29.5% |
| 1Y | +43.3% | -0.8% | +44.0% | +40.1% |
| 3Y | +142.7% | +5.1% | +137.5% | +121.0% |
| All | +126.7% | +19.9% | +106.8% | +78.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling