+196.1%
AJG vs ONTO
+688.0%
-491.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.9% | -2.8% |
| 7D | -7.4% | +9.4% | -16.8% | -8.1% |
| 30D | -3.0% | -4.4% | +1.5% | -2.9% |
| 3M | +12.8% | +1.6% | +11.3% | +10.4% |
| 6M | +12.8% | +45.3% | -32.4% | +4.7% |
| YTD | -4.7% | +76.4% | -81.1% | -14.5% |
| 1Y | -17.2% | +167.2% | -184.4% | -30.6% |
| 3Y | +10.2% | +116.6% | -106.4% | -14.1% |
| 5Y | +76.9% | +263.7% | -186.8% | +12.8% |
| All | +196.1% | +688.0% | -491.9% | +23.2% |
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 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