-21.4%
ABT vs ONON
-36.0%
+14.6%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.4% | -1.5% |
| 7D | -5.9% | -2.1% | -3.8% | -5.8% |
| 30D | -8.1% | -11.6% | +3.5% | -7.4% |
| 3M | +14.5% | -30.1% | +44.6% | +16.6% |
| 6M | -6.3% | -30.5% | +24.2% | -5.0% |
| YTD | -17.1% | -41.0% | +23.9% | -15.5% |
| 1Y | -21.4% | -36.7% | +15.3% | -20.8% |
| All | -21.4% | -36.0% | +14.6% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 1y: compounded portfolio wealth divided by compounded ONON 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…
1y analysis · Full analysis span regression · 6 months rolling