+193.0%
ARM vs ONTO
+51.3%
+141.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +12.0% | -5.3% | -0.7% |
| 7D | -5.3% | +1.4% | -6.7% | -6.7% |
| 30D | -30.0% | -34.1% | +4.1% | -10.2% |
| 3M | -34.1% | -37.1% | +3.0% | -13.6% |
| 6M | -12.6% | -31.8% | +19.2% | +6.1% |
| YTD | +70.4% | +22.9% | +47.5% | +40.8% |
| 1Y | +22.3% | +39.5% | -17.2% | -7.2% |
| 3Y | +261.2% | +57.7% | +203.5% | +135.7% |
| All | +193.0% | +51.3% | +141.7% | +88.2% |
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