+48.4%
ABT vs ONTO
+658.6%
-610.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.2% | -6.6% | -0.8% |
| 7D | -3.7% | -1.0% | -2.7% | -3.6% |
| 30D | +2.5% | -2.9% | +5.4% | +2.4% |
| 3M | +20.2% | -2.5% | +22.6% | +18.7% |
| 6M | -2.9% | +28.2% | -31.1% | -7.1% |
| YTD | -11.9% | +69.8% | -81.7% | -18.1% |
| 1Y | -16.5% | +162.9% | -179.4% | -26.1% |
| 3Y | +12.1% | +95.9% | -83.8% | -4.9% |
| 5Y | -7.4% | +244.5% | -251.9% | -32.5% |
| All | +48.4% | +658.6% | -610.2% | -16.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling