+20.0%
AWK vs ONTO
+46.1%
-26.1%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -8.7% | +10.9% | +1.3% |
| 7D | +7.0% | -17.4% | +24.4% | +5.1% |
| 30D | +17.0% | -43.2% | +60.2% | +11.6% |
| 3M | +12.4% | -35.7% | +48.1% | +8.7% |
| 6M | +19.6% | -38.3% | +57.9% | +16.0% |
| YTD | +17.0% | +17.1% | 0.0% | +20.8% |
| 1Y | +20.0% | +43.1% | -23.1% | +24.9% |
| All | +20.0% | +46.1% | -26.1% | +24.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling