+9.7%
AWK vs ONTO
+118.2%
-108.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.9% | -5.1% | +0.2% |
| 7D | +2.2% | +9.7% | -7.5% | +3.0% |
| 30D | +4.4% | -8.8% | +13.3% | +3.8% |
| 3M | +15.4% | +4.5% | +10.9% | +16.9% |
| 6M | +3.5% | +56.4% | -52.9% | +9.0% |
| YTD | +9.8% | +78.1% | -68.3% | +17.2% |
| 1Y | +3.0% | +171.3% | -168.3% | +14.3% |
| 3Y | +9.7% | +118.7% | -109.0% | +11.7% |
| All | +9.7% | +118.2% | -108.6% | +11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling