+13.6%
AON vs AMC
-99.5%
+113.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.4% | +1.1% | -2.2% |
| 7D | -3.2% | -0.8% | -2.4% | -3.2% |
| 30D | -11.9% | -1.2% | -10.7% | -11.9% |
| 3M | -2.9% | +42.2% | -45.1% | -4.2% |
| 6M | -6.8% | +118.8% | -125.6% | -9.4% |
| YTD | -10.1% | +64.1% | -74.2% | -12.0% |
| 1Y | -14.2% | -9.5% | -4.7% | -14.8% |
| 3Y | -3.3% | -64.3% | +61.1% | -2.9% |
| 5Y | +13.6% | -99.5% | +113.1% | +28.4% |
| All | +13.6% | -99.5% | +113.1% | +28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling