-13.9%
AON vs AMRZ
-20.3%
+6.4%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.1% |
| 7D | -5.9% | -8.1% | +2.2% | -5.4% |
| 30D | -13.7% | -14.8% | +1.2% | -13.0% |
| 3M | -8.3% | -19.7% | +11.5% | -7.5% |
| 6M | -3.6% | -30.8% | +27.2% | -2.3% |
| YTD | -12.4% | -24.3% | +11.9% | -11.8% |
| 1Y | -14.6% | -24.0% | +9.4% | -14.0% |
| All | -13.9% | -20.3% | +6.4% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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