+633.2%
AON vs AMCR
+97.2%
+536.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.7% | -0.8% | -2.9% |
| 7D | -7.9% | -6.3% | -1.6% | -6.6% |
| 30D | -14.6% | -7.1% | -7.5% | -13.2% |
| 3M | -7.9% | +12.7% | -20.6% | -10.3% |
| 6M | -8.0% | +5.2% | -13.2% | -9.4% |
| YTD | -13.2% | +8.1% | -21.3% | -15.5% |
| 1Y | -16.4% | +11.7% | -28.2% | -19.3% |
| 3Y | -6.7% | +9.9% | -16.6% | -10.5% |
| 5Y | +8.0% | -8.7% | +16.7% | +7.7% |
| 10Y | +205.6% | +16.8% | +188.8% | +182.5% |
| All | +633.2% | +97.2% | +536.0% | +573.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling