+65.7%
AMGN vs ONTO
+46.1%
+19.6%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -8.7% | +12.4% | +3.5% |
| 7D | +5.9% | -17.4% | +23.3% | +5.5% |
| 30D | +18.7% | -43.2% | +61.9% | +18.0% |
| 3M | +23.4% | -35.7% | +59.1% | +22.6% |
| 6M | +49.7% | -38.3% | +88.0% | +47.6% |
| YTD | +49.2% | +17.1% | +32.1% | +40.9% |
| 1Y | +65.7% | +43.1% | +22.6% | +53.2% |
| All | +65.7% | +46.1% | +19.6% | +53.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling