+116.0%
ALB vs ONTO
+658.6%
-542.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +6.2% | -10.6% | -6.8% |
| 7D | -8.1% | -1.0% | -7.0% | -7.9% |
| 30D | +6.3% | -2.9% | +9.2% | +5.3% |
| 3M | -23.6% | -2.5% | -21.1% | -27.1% |
| 6M | -24.6% | +28.2% | -52.8% | -37.3% |
| YTD | -10.3% | +69.8% | -80.0% | -34.1% |
| 1Y | +61.5% | +162.9% | -101.4% | -2.4% |
| 3Y | -34.0% | +95.9% | -129.9% | -61.1% |
| 5Y | -44.6% | +244.5% | -289.1% | -76.9% |
| All | +116.0% | +658.6% | -542.5% | -38.1% |
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