+0.9%
AON vs AMBA
-25.6%
+26.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.7% | +6.1% | +4.2% |
| 7D | +9.4% | -8.1% | +17.5% | +8.7% |
| 30D | +27.0% | -10.8% | +37.8% | +26.0% |
| 3M | -3.1% | -25.9% | +22.8% | -4.9% |
| 6M | +10.0% | -13.9% | +23.8% | +10.5% |
| YTD | -1.6% | -14.0% | +12.4% | -0.6% |
| 1Y | +0.9% | -25.7% | +26.6% | +1.3% |
| All | +0.9% | -25.6% | +26.5% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 1y: compounded portfolio wealth divided by compounded AMBA 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…
1y analysis · Full analysis span regression · 6 months rolling