-2.1%
AON vs AMDL
+115.6%
-117.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.7% | +7.7% | +0.8% |
| 7D | -5.9% | +20.7% | -26.6% | -5.4% |
| 30D | -13.7% | +9.4% | -23.1% | -13.3% |
| 3M | -8.3% | +5.6% | -13.9% | -7.8% |
| 6M | -3.6% | +340.3% | -343.9% | -2.4% |
| YTD | -12.4% | +253.6% | -266.0% | -11.3% |
| 1Y | -14.6% | +443.4% | -458.0% | -14.7% |
| All | -2.1% | +115.6% | -117.6% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 10y: compounded portfolio wealth divided by compounded AMDL 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…
10y analysis · Full analysis span regression · 6 months rolling