+180.7%
AMGN vs ONTO
+476.3%
-295.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | -0.1% |
| 7D | +1.1% | +17.5% | -16.4% | -0.2% |
| 30D | +9.3% | -15.7% | +24.9% | +10.3% |
| 3M | +12.1% | -39.7% | +51.8% | +15.8% |
| 6M | +40.3% | -26.5% | +66.8% | +40.5% |
| YTD | +45.2% | +29.0% | +16.2% | +36.3% |
| 1Y | +42.4% | +57.0% | -14.5% | +30.8% |
| 3Y | +91.0% | +50.0% | +41.0% | +67.5% |
| 5Y | +157.4% | +127.3% | +30.1% | +105.6% |
| All | +180.7% | +476.3% | -295.7% | +65.9% |
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