+329.8%
ABBV vs ONTO
+658.6%
-328.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.2% | -7.6% | -1.7% |
| 7D | +0.4% | -1.0% | +1.4% | +0.4% |
| 30D | +4.2% | -2.9% | +7.1% | +4.1% |
| 3M | +14.8% | -2.5% | +17.3% | +13.9% |
| 6M | +10.3% | +28.2% | -17.9% | +7.2% |
| YTD | +14.9% | +69.8% | -54.9% | +9.4% |
| 1Y | +24.1% | +162.9% | -138.7% | +14.3% |
| 3Y | +91.9% | +95.9% | -4.0% | +72.1% |
| 5Y | +176.0% | +244.5% | -68.4% | +123.3% |
| All | +329.8% | +658.6% | -328.8% | +172.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling