+147.1%
AMAT vs ONTO
+112.9%
+34.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +12.0% | -0.6% | +3.7% |
| 7D | -1.1% | +1.4% | -2.4% | -2.4% |
| 30D | -26.9% | -34.1% | +7.2% | -5.5% |
| 3M | -31.2% | -37.1% | +5.9% | -9.5% |
| 6M | -14.7% | -31.8% | +17.1% | +6.2% |
| YTD | +44.7% | +22.9% | +21.8% | +24.2% |
| 1Y | +62.0% | +39.5% | +22.4% | +28.6% |
| 3Y | +165.0% | +57.7% | +107.3% | +61.8% |
| 5Y | +147.1% | +115.8% | +31.3% | +8.6% |
| All | +147.1% | +112.9% | +34.2% | +8.6% |
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