+35.1%
AWK vs ONTO
+658.6%
-623.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.2% | -6.3% | -0.3% |
| 7D | +1.7% | -1.0% | +2.8% | +1.8% |
| 30D | +5.6% | -2.9% | +8.5% | +5.5% |
| 3M | +15.9% | -2.5% | +18.3% | +15.1% |
| 6M | +4.6% | +28.2% | -23.6% | +2.3% |
| YTD | +10.1% | +69.8% | -59.7% | +5.8% |
| 1Y | +2.1% | +162.9% | -160.8% | -4.7% |
| 3Y | +9.8% | +95.9% | -86.1% | -2.1% |
| 5Y | -15.4% | +244.5% | -259.8% | -34.8% |
| All | +35.1% | +658.6% | -623.5% | -27.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling