+0.5%
AON vs AMDL
+117.8%
-117.3%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +11.7% | -13.9% | -1.9% |
| 7D | -3.2% | +19.9% | -23.2% | -2.7% |
| 30D | -11.9% | +6.3% | -18.1% | -11.6% |
| 3M | -2.9% | -9.9% | +7.0% | -2.5% |
| 6M | -6.8% | +394.3% | -401.1% | -5.6% |
| YTD | -10.1% | +257.3% | -267.4% | -9.0% |
| 1Y | -14.2% | +508.5% | -522.8% | -14.5% |
| All | +0.5% | +117.8% | -117.3% | +0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling