-6.0%
AMT vs ONTO
+25.7%
-31.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.2% | -7.2% | -0.5% |
| 7D | -0.2% | -1.0% | +0.8% | -0.3% |
| 30D | +4.6% | -2.9% | +7.5% | +4.7% |
| 3M | -8.4% | -2.5% | -6.0% | -8.0% |
| 6M | -6.0% | +28.2% | -34.2% | -7.1% |
| All | -6.0% | +25.7% | -31.8% | -7.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling