+39.7%
ABT vs ONTO
+696.1%
-656.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.6% | -6.0% | -1.6% |
| 7D | -5.9% | +4.9% | -10.8% | -6.2% |
| 30D | -8.1% | -16.6% | +8.5% | -7.2% |
| 3M | +14.5% | -7.3% | +21.9% | +13.8% |
| 6M | -6.3% | +45.9% | -52.2% | -11.2% |
| YTD | -17.1% | +78.2% | -95.3% | -23.2% |
| 1Y | -21.4% | +159.8% | -181.2% | -30.1% |
| 3Y | +5.9% | +123.4% | -117.5% | -11.8% |
| 5Y | -12.8% | +265.8% | -278.6% | -36.7% |
| All | +39.7% | +696.1% | -656.4% | -21.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling