-34.2%
ALB vs ONTO
+97.2%
-131.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +6.2% | -10.6% | -6.3% |
| 7D | -8.1% | -1.0% | -7.0% | -7.9% |
| 30D | +6.3% | -2.9% | +9.2% | +5.4% |
| 3M | -23.6% | -2.5% | -21.1% | -26.4% |
| 6M | -24.6% | +28.2% | -52.8% | -35.2% |
| YTD | -10.3% | +69.8% | -80.0% | -30.3% |
| 1Y | +61.5% | +162.9% | -101.4% | +7.2% |
| All | -34.2% | +97.2% | -131.4% | -59.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling