+43.7%
AWK vs ONTO
+508.7%
-465.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.9% | -9.4% | -0.6% |
| 7D | 0.0% | +16.4% | -16.3% | -0.3% |
| 30D | +15.5% | -21.4% | +37.0% | +16.2% |
| 3M | +10.0% | -32.7% | +42.7% | +11.0% |
| 6M | +20.4% | -25.2% | +45.6% | +20.4% |
| YTD | +17.1% | +36.2% | -19.2% | +13.0% |
| 1Y | +18.3% | +61.2% | -42.9% | +13.0% |
| 3Y | +30.4% | +58.7% | -28.3% | +16.9% |
| 5Y | -2.7% | +143.6% | -146.3% | -22.4% |
| All | +43.7% | +508.7% | -465.0% | -22.1% |
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 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