+17.1%
AON vs AMBA
-70.4%
+87.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +6.1% | -8.9% | -3.0% |
| 7D | +4.4% | -7.2% | +11.6% | +4.6% |
| 30D | +24.1% | -10.4% | +34.5% | +24.5% |
| 3M | -7.0% | -30.1% | +23.2% | -5.7% |
| 6M | +9.1% | -22.4% | +31.6% | +9.1% |
| YTD | -4.4% | -17.3% | +12.9% | -5.2% |
| 1Y | -0.8% | -35.4% | +34.6% | -0.1% |
| 3Y | +5.1% | +18.6% | -13.5% | -3.6% |
| All | +17.1% | -70.4% | +87.5% | +14.8% |
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