+112,225.0%
AMAT vs AON
+5,347.3%
+106,877.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.3% | +11.1% | +11.3% |
| 7D | -1.1% | +0.7% | -1.8% | -1.5% |
| 30D | -26.9% | +23.1% | -50.0% | -32.5% |
| 3M | -31.2% | -6.0% | -25.1% | -30.5% |
| 6M | -14.7% | +7.9% | -22.6% | -19.7% |
| YTD | +44.7% | -4.1% | +48.8% | +40.7% |
| 1Y | +62.0% | -2.3% | +64.3% | +56.1% |
| 3Y | +165.0% | +3.4% | +161.5% | +144.2% |
| 5Y | +147.1% | +17.1% | +130.0% | +117.1% |
| 10Y | +1,315.3% | +230.6% | +1,084.7% | +747.4% |
| All | +112,225.0% | +5,347.3% | +106,877.7% | +21,411.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling