+16.8%
AON vs AMBA
-69.7%
+86.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +1.5% |
| 7D | +1.0% | +2.7% | -1.6% | +0.9% |
| 30D | +23.2% | -2.2% | +25.4% | +23.2% |
| 3M | -5.0% | -26.6% | +21.6% | -3.9% |
| 6M | +9.3% | -26.8% | +36.1% | +9.8% |
| YTD | -3.4% | -15.1% | +11.7% | -4.4% |
| 1Y | -2.9% | -32.3% | +29.4% | -2.4% |
| 3Y | +3.6% | +19.8% | -16.2% | -4.9% |
| All | +16.8% | -69.7% | +86.5% | +14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling