+296.4%
ARM vs ONTO
+109.0%
+187.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +6.2% | -2.2% | +0.2% |
| 7D | +5.5% | -1.0% | +6.5% | +6.0% |
| 30D | -8.2% | -2.9% | -5.3% | -8.7% |
| 3M | -35.9% | -2.5% | -33.5% | -37.0% |
| 6M | +103.1% | +28.2% | +74.9% | +66.5% |
| YTD | +130.6% | +69.8% | +60.8% | +56.4% |
| 1Y | +86.1% | +162.9% | -76.8% | -7.4% |
| All | +296.4% | +109.0% | +187.5% | +109.1% |
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 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