-7.4%
ABT vs ONTO
+124.4%
-131.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.9% | +4.1% | +1.2% |
| 7D | -1.3% | +17.5% | -18.8% | -1.4% |
| 30D | +6.0% | -15.7% | +21.7% | +6.3% |
| 3M | -1.9% | -39.7% | +37.9% | -1.2% |
| 6M | +31.2% | -26.5% | +57.7% | +30.6% |
| YTD | -11.2% | +29.0% | -40.2% | -14.6% |
| 1Y | -14.0% | +57.0% | -70.9% | -18.2% |
| 3Y | +20.7% | +50.0% | -29.3% | +7.3% |
| All | -7.4% | +124.4% | -131.8% | -28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling