+1,454.7%
AMT vs AON
+1,202.2%
+252.5%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.4% |
| 7D | +1.5% | +1.0% | +0.5% | +1.1% |
| 30D | +6.8% | +23.2% | -16.4% | -1.0% |
| 3M | +11.2% | -5.0% | +16.2% | +12.7% |
| 6M | +12.5% | +9.3% | +3.1% | +8.1% |
| YTD | +12.5% | -3.4% | +15.9% | +12.3% |
| 1Y | +10.1% | -2.9% | +13.0% | +9.6% |
| 3Y | +16.0% | +3.6% | +12.4% | +11.3% |
| 5Y | -17.2% | +16.9% | -34.0% | -24.3% |
| 10Y | +135.2% | +234.4% | -99.1% | +44.5% |
| All | +1,454.7% | +1,202.2% | +252.5% | +505.0% |
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 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