-11.9%
ABT vs ONON
-22.6%
+10.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.4% | -1.5% |
| 7D | -5.9% | -2.1% | -3.8% | -5.7% |
| 30D | -8.1% | -11.6% | +3.5% | -7.2% |
| 3M | +14.5% | -30.1% | +44.6% | +17.6% |
| 6M | -6.3% | -30.5% | +24.2% | -4.0% |
| YTD | -17.1% | -41.0% | +23.9% | -14.0% |
| 1Y | -21.4% | -36.7% | +15.3% | -19.1% |
| 3Y | +5.9% | -8.6% | +14.5% | +1.8% |
| All | -11.9% | -22.6% | +10.7% | -21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling