+7.3%
AON vs AMCR
-12.3%
+19.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.2% |
| 7D | -6.3% | -6.3% | 0.0% | -4.7% |
| 30D | -14.1% | -7.8% | -6.3% | -12.2% |
| 3M | -9.5% | +7.5% | -17.0% | -11.1% |
| 6M | -4.0% | +2.7% | -6.7% | -4.9% |
| YTD | -13.8% | +6.0% | -19.8% | -16.1% |
| 1Y | -18.3% | +7.8% | -26.1% | -21.0% |
| 3Y | -7.2% | +5.8% | -13.0% | -12.0% |
| All | +7.3% | -12.3% | +19.6% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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