+130.5%
AMGN vs ONTO
+661.2%
-530.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.4% | +1.2% | -2.0% |
| 7D | -13.9% | +6.5% | -20.4% | -14.4% |
| 30D | -7.1% | -15.9% | +8.8% | -6.0% |
| 3M | +13.9% | -0.2% | +14.1% | +12.2% |
| 6M | +3.2% | +38.7% | -35.5% | -2.2% |
| YTD | +19.2% | +70.4% | -51.1% | +10.2% |
| 1Y | +41.1% | +153.6% | -112.5% | +24.5% |
| 3Y | +61.3% | +109.2% | -47.9% | +37.9% |
| 5Y | +109.1% | +249.7% | -140.7% | +59.2% |
| All | +130.5% | +661.2% | -530.6% | +34.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling