+497.4%
AMAT vs ONTO
+341.5%
+155.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -15.6% | +2.0% | -3.2% |
| 7D | -24.3% | -29.7% | +5.4% | -4.6% |
| 30D | -39.8% | -50.3% | +10.5% | -5.0% |
| 3M | -40.2% | -43.5% | +3.3% | -15.3% |
| 6M | -22.1% | -48.9% | +26.7% | +18.0% |
| YTD | +24.7% | -1.2% | +25.9% | +21.5% |
| 1Y | +33.3% | +14.9% | +18.4% | +17.3% |
| 3Y | +133.9% | +31.2% | +102.7% | +55.4% |
| 5Y | +117.1% | +68.1% | +49.0% | +12.9% |
| All | +497.4% | +341.5% | +155.9% | +36.5% |
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