+44.5%
AWK vs ONTO
+476.3%
-431.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.9% | +4.3% | +1.4% |
| 7D | +0.1% | +17.5% | -17.4% | -0.2% |
| 30D | +14.3% | -15.7% | +29.9% | +14.6% |
| 3M | +10.3% | -39.7% | +50.0% | +11.6% |
| 6M | +18.9% | -26.5% | +45.4% | +18.8% |
| YTD | +17.7% | +29.0% | -11.3% | +13.8% |
| 1Y | +16.9% | +57.0% | -40.1% | +11.6% |
| 3Y | +32.2% | +50.0% | -17.8% | +18.7% |
| 5Y | -2.2% | +127.3% | -129.4% | -21.6% |
| All | +44.5% | +476.3% | -431.8% | -21.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling