+4,662.2%
AZN vs AON
+3,354.1%
+1,308.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.5% |
| 7D | -3.1% | -5.9% | +2.8% | -1.8% |
| 30D | +0.6% | -13.7% | +14.2% | +3.8% |
| 3M | -10.8% | -8.3% | -2.5% | -9.3% |
| 6M | -18.1% | -3.6% | -14.5% | -17.9% |
| YTD | -12.3% | -12.4% | +0.1% | -10.3% |
| 1Y | -0.2% | -14.6% | +14.5% | +2.6% |
| 3Y | +23.4% | -5.7% | +29.1% | +23.0% |
| 5Y | +56.4% | +9.1% | +47.2% | +49.4% |
| 10Y | +225.7% | +208.7% | +17.0% | +140.7% |
| All | +4,662.2% | +3,354.1% | +1,308.1% | +2,090.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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