+163.5%
AMGN vs ONTO
+658.6%
-495.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.2% | -7.7% | -2.1% |
| 7D | +1.1% | -1.0% | +2.1% | +1.2% |
| 30D | +7.8% | -2.9% | +10.7% | +7.7% |
| 3M | +27.3% | -2.5% | +29.7% | +25.6% |
| 6M | +16.8% | +28.2% | -11.4% | +11.6% |
| YTD | +36.3% | +69.8% | -33.5% | +26.1% |
| 1Y | +60.4% | +162.9% | -102.5% | +41.1% |
| 3Y | +86.3% | +95.9% | -9.6% | +60.7% |
| 5Y | +125.7% | +244.5% | -118.8% | +72.4% |
| All | +163.5% | +658.6% | -495.1% | +53.5% |
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