-9.4%
ABT vs ONTO
+268.0%
-277.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.3% |
| 7D | -4.7% | +9.4% | -14.1% | -4.9% |
| 30D | -3.1% | -4.4% | +1.3% | -3.1% |
| 3M | +16.1% | +1.6% | +14.5% | +15.3% |
| 6M | -5.3% | +45.3% | -50.6% | -8.1% |
| YTD | -14.4% | +76.4% | -90.8% | -17.9% |
| 1Y | -18.4% | +167.2% | -185.6% | -23.6% |
| 3Y | +11.2% | +116.6% | -105.4% | -2.1% |
| 5Y | -9.4% | +263.7% | -273.1% | -29.5% |
| All | -9.4% | +268.0% | -277.3% | -29.5% |
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