-16.4%
AON vs AMC
-12.8%
-3.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.9% | +0.4% | -3.4% |
| 7D | -7.9% | -6.8% | -1.1% | -7.8% |
| 30D | -14.6% | +1.7% | -16.3% | -14.7% |
| 3M | -7.9% | +26.8% | -34.7% | -9.3% |
| 6M | -8.0% | +117.7% | -125.7% | -13.1% |
| YTD | -13.2% | +57.7% | -70.9% | -16.8% |
| 1Y | -16.4% | -12.5% | -4.0% | -20.4% |
| All | -16.4% | -12.8% | -3.7% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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