+85.2%
ABBV vs ONTO
+118.2%
-33.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.9% | -7.9% | -2.9% |
| 7D | -4.3% | +9.7% | -14.0% | -4.2% |
| 30D | +1.1% | -8.8% | +9.9% | +1.0% |
| 3M | +12.3% | +4.5% | +7.8% | +12.2% |
| 6M | +9.8% | +56.4% | -46.6% | +9.2% |
| YTD | +11.5% | +78.1% | -66.6% | +10.6% |
| 1Y | +22.3% | +171.3% | -149.0% | +20.5% |
| 3Y | +85.2% | +118.7% | -33.5% | +73.0% |
| All | +85.2% | +118.2% | -33.1% | +73.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling