-42.5%
ALB vs ONTO
+258.3%
-300.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.9% | -2.3% | +0.9% |
| 7D | -4.4% | +9.7% | -14.1% | -7.6% |
| 30D | -1.2% | -8.8% | +7.6% | +0.6% |
| 3M | -13.3% | +4.5% | -17.8% | -18.9% |
| 6M | -19.8% | +56.4% | -76.2% | -37.4% |
| YTD | -7.9% | +78.1% | -86.0% | -32.2% |
| 1Y | +60.2% | +171.3% | -111.1% | -1.1% |
| 3Y | -26.4% | +118.7% | -145.1% | -57.8% |
| 5Y | -42.5% | +269.4% | -311.9% | -77.8% |
| All | -42.5% | +258.3% | -300.8% | -77.8% |
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