+9.4%
AMT vs ONTO
+390.5%
-381.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +11.1% | -13.8% | -3.2% |
| 7D | +0.5% | -14.0% | +14.6% | +1.1% |
| 30D | +13.6% | -43.1% | +56.7% | +16.6% |
| 3M | +11.5% | -35.5% | +47.0% | +13.3% |
| 6M | +6.9% | -41.1% | +48.0% | +8.2% |
| YTD | +10.8% | +9.8% | +1.1% | +6.1% |
| 1Y | +10.3% | +31.5% | -21.2% | +3.8% |
| 3Y | +12.4% | +45.2% | -32.7% | -5.2% |
| 5Y | -20.1% | +86.7% | -106.8% | -39.0% |
| All | +9.4% | +390.5% | -381.0% | -42.7% |
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 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