+269.2%
ONTO vs ABCL
-80.5%
+349.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +6.7% | +4.3% | +9.6% |
| 7D | -14.0% | -3.2% | -10.9% | -13.2% |
| 30D | -43.1% | -7.4% | -35.7% | -41.9% |
| 3M | -35.5% | +81.9% | -117.4% | -44.0% |
| 6M | -41.1% | +135.7% | -176.8% | -52.5% |
| YTD | +9.8% | +247.4% | -237.6% | -19.9% |
| 1Y | +31.5% | +162.3% | -130.7% | +1.2% |
| 3Y | +45.2% | +165.5% | -120.3% | +3.2% |
| 5Y | +86.7% | -21.3% | +108.0% | +56.1% |
| All | +269.2% | -80.5% | +349.7% | +254.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling