+5.6%
AGG vs ONTO
+695.7%
-690.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.9% | -5.0% | -0.2% |
| 7D | +0.1% | +9.7% | -9.5% | 0.0% |
| 30D | -0.4% | -8.8% | +8.4% | -0.3% |
| 3M | -0.3% | +4.5% | -4.8% | -0.5% |
| 6M | -1.2% | +56.4% | -57.6% | -2.2% |
| YTD | -0.4% | +78.1% | -78.4% | -1.6% |
| 1Y | +0.4% | +171.3% | -170.9% | -1.5% |
| 3Y | +13.4% | +118.7% | -105.2% | +10.5% |
| 5Y | -1.4% | +269.4% | -270.8% | -6.0% |
| All | +5.6% | +695.7% | -690.0% | -5.5% |
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 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