+626.1%
AON vs AMBA
+772.6%
-146.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +6.1% | -8.9% | -3.2% |
| 7D | +4.4% | -7.2% | +11.6% | +4.8% |
| 30D | +24.1% | -10.4% | +34.5% | +24.8% |
| 3M | -7.0% | -30.1% | +23.2% | -4.9% |
| 6M | +9.1% | -22.4% | +31.6% | +9.2% |
| YTD | -4.4% | -17.3% | +12.9% | -5.4% |
| 1Y | -0.8% | -35.4% | +34.6% | 0.0% |
| 3Y | +5.1% | +18.6% | -13.5% | -3.1% |
| 5Y | +20.4% | -69.8% | +90.2% | +21.2% |
| 10Y | +239.2% | +1.1% | +238.1% | +189.1% |
| All | +626.1% | +772.6% | -146.5% | +387.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling