+352.8%
AON vs AMC
-97.5%
+450.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.3% | -8.0% | +0.2% |
| 7D | +0.7% | +6.6% | -5.9% | +0.6% |
| 30D | +23.1% | +14.1% | +9.0% | +22.8% |
| 3M | -6.0% | +31.3% | -37.3% | -6.5% |
| 6M | +7.9% | +126.7% | -118.8% | +6.3% |
| YTD | -4.1% | +117.9% | -122.1% | -5.6% |
| 1Y | -2.3% | +41.1% | -43.4% | -3.3% |
| 3Y | +3.4% | -61.0% | +64.4% | +3.3% |
| 5Y | +17.1% | -99.1% | +116.2% | +20.6% |
| 10Y | +230.6% | -98.7% | +329.2% | +235.7% |
| All | +352.8% | -97.5% | +450.3% | +317.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling