+2.8%
AON vs AMDL
+95.0%
-92.2%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +9.2% | -10.4% | -1.0% |
| 7D | -9.1% | +4.5% | -13.6% | -9.0% |
| 30D | -10.2% | -4.4% | -5.8% | -10.3% |
| 3M | +0.5% | -30.5% | +31.0% | +0.4% |
| 6M | -4.8% | +300.9% | -305.7% | -3.9% |
| YTD | -8.0% | +219.9% | -227.9% | -7.2% |
| 1Y | -13.1% | +374.7% | -387.8% | -13.4% |
| All | +2.8% | +95.0% | -92.2% | +2.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling