+598.9%
AON vs AMBA
+837.3%
-238.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | -9.1% | -11.0% | +1.9% | -8.3% |
| 30D | -10.2% | -23.2% | +12.9% | -8.6% |
| 3M | +0.5% | -12.7% | +13.2% | +0.4% |
| 6M | -4.8% | +11.2% | -16.0% | -7.3% |
| YTD | -8.0% | -11.2% | +3.2% | -9.1% |
| 1Y | -13.1% | -22.5% | +9.5% | -13.7% |
| 3Y | -1.3% | -1.3% | 0.0% | -6.9% |
| 5Y | +14.9% | -54.2% | +69.1% | +11.7% |
| 10Y | +214.9% | -6.1% | +221.0% | +170.4% |
| All | +598.9% | +837.3% | -238.4% | +368.3% |
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 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