-13.5%
AMT vs ONTO
+124.4%
-137.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.9% | +3.9% | +0.9% |
| 7D | +1.5% | +17.5% | -16.0% | +1.7% |
| 30D | +6.8% | -15.7% | +22.5% | +6.8% |
| 3M | +11.2% | -39.7% | +50.9% | +11.1% |
| 6M | +12.5% | -26.5% | +39.0% | +12.2% |
| YTD | +12.5% | +29.0% | -16.5% | +10.8% |
| 1Y | +10.1% | +57.0% | -46.8% | +7.9% |
| 3Y | +16.0% | +50.0% | -34.0% | +6.0% |
| All | -13.5% | +124.4% | -137.8% | -31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling