+54,540.2%
AMGN vs AON
+4,830.5%
+49,709.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | +0.4% |
| 7D | -11.6% | -7.9% | -3.7% | -9.7% |
| 30D | -5.7% | -14.6% | +9.0% | -1.8% |
| 3M | +14.2% | -7.9% | +22.1% | +16.5% |
| 6M | +5.2% | -8.0% | +13.2% | +7.0% |
| YTD | +22.0% | -13.2% | +35.2% | +25.6% |
| 1Y | +43.6% | -16.4% | +60.1% | +49.3% |
| 3Y | +65.0% | -6.7% | +71.7% | +65.1% |
| 5Y | +112.0% | +8.0% | +104.0% | +101.4% |
| 10Y | +216.6% | +205.6% | +10.9% | +125.1% |
| All | +54,540.2% | +4,830.5% | +49,709.7% | +19,194.6% |
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