-14.8%
AA vs ONTO
+84.2%
-99.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +11.1% | -8.2% | -0.7% |
| 7D | +0.9% | -14.0% | +14.9% | +5.1% |
| 30D | -6.7% | -43.1% | +36.4% | +10.6% |
| 3M | -16.3% | -35.5% | +19.2% | -6.5% |
| 6M | -37.1% | -41.1% | +4.0% | -29.9% |
| YTD | -25.0% | +9.8% | -34.8% | -34.9% |
| 1Y | +8.6% | +31.5% | -22.9% | -12.0% |
| 3Y | +57.2% | +45.2% | +12.1% | +6.2% |
| All | -14.8% | +84.2% | -99.0% | -56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 5y: compounded portfolio wealth divided by compounded ONTO 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…
5y analysis · Full analysis span regression · 6 months rolling