+57.7%
AZN vs ONTO
+261.1%
-203.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.6% | -4.3% | +0.2% |
| 7D | -1.6% | +4.9% | -6.5% | -1.7% |
| 30D | +1.1% | -16.6% | +17.7% | +1.6% |
| 3M | -12.1% | -7.3% | -4.8% | -12.4% |
| 6M | -17.1% | +45.9% | -63.1% | -19.8% |
| YTD | -12.0% | +78.2% | -90.1% | -15.8% |
| 1Y | -0.2% | +159.8% | -160.0% | -6.7% |
| 3Y | +26.8% | +123.4% | -96.6% | +15.6% |
| All | +57.7% | +261.1% | -203.3% | +39.0% |
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