+11.5%
ABT vs ONTO
+118.2%
-106.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.9% | -7.5% | -2.4% |
| 7D | -3.1% | +9.7% | -12.8% | -2.7% |
| 30D | -2.1% | -8.8% | +6.7% | -2.4% |
| 3M | +17.4% | +4.5% | +12.9% | +17.8% |
| 6M | -2.4% | +56.4% | -58.8% | -1.8% |
| YTD | -14.2% | +78.1% | -92.3% | -13.4% |
| 1Y | -18.3% | +171.3% | -189.6% | -16.9% |
| 3Y | +11.5% | +118.7% | -107.2% | +7.2% |
| All | +11.5% | +118.2% | -106.7% | +7.2% |
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