+91.4%
AZN vs ONTO
+688.0%
-596.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -1.0% | -1.9% |
| 7D | -2.9% | +9.4% | -12.3% | -3.5% |
| 30D | -3.1% | -4.4% | +1.4% | -3.0% |
| 3M | -14.4% | +1.6% | -16.0% | -15.7% |
| 6M | -19.5% | +45.3% | -64.8% | -23.4% |
| YTD | -13.8% | +76.4% | -90.1% | -19.5% |
| 1Y | -2.4% | +167.2% | -169.5% | -12.4% |
| 3Y | +21.3% | +116.6% | -95.3% | +5.5% |
| 5Y | +53.6% | +263.7% | -210.1% | +20.1% |
| All | +91.4% | +688.0% | -596.6% | +19.7% |
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 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