+147.1%
AMAT vs AON
+17.1%
+130.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.5% | -4.2% | -2.9% |
| 7D | +11.4% | +1.0% | +10.3% | +11.3% |
| 30D | -17.0% | +23.2% | -40.2% | -19.0% |
| 3M | -30.6% | -5.0% | -25.6% | -29.9% |
| 6M | -14.9% | +9.3% | -24.3% | -18.1% |
| YTD | +44.7% | -3.4% | +48.1% | +44.1% |
| 1Y | +66.9% | -2.9% | +69.8% | +65.5% |
| 3Y | +153.3% | +3.6% | +149.6% | +134.9% |
| All | +147.1% | +17.1% | +130.0% | +93.5% |
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