-17.2%
AWK vs ONTO
+258.3%
-275.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.9% | -5.1% | -0.1% |
| 7D | +2.2% | +9.7% | -7.5% | +2.5% |
| 30D | +4.4% | -8.8% | +13.3% | +4.2% |
| 3M | +15.4% | +4.5% | +10.9% | +15.8% |
| 6M | +3.5% | +56.4% | -52.9% | +4.7% |
| YTD | +9.8% | +78.1% | -68.3% | +11.4% |
| 1Y | +3.0% | +171.3% | -168.3% | +5.0% |
| 3Y | +9.7% | +118.7% | -109.0% | +6.9% |
| 5Y | -17.2% | +269.4% | -286.6% | -25.8% |
| All | -17.2% | +258.3% | -275.4% | -25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling