+390.5%
ONTO vs ACGL
+175.5%
+215.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -3.0% | +14.1% | +12.1% |
| 7D | -14.0% | +0.9% | -14.9% | -14.6% |
| 30D | -43.1% | +13.7% | -56.8% | -46.0% |
| 3M | -35.5% | +8.0% | -43.6% | -37.9% |
| 6M | -41.1% | +13.3% | -54.4% | -45.2% |
| YTD | +9.8% | +11.8% | -2.1% | +1.6% |
| 1Y | +31.5% | +22.2% | +9.3% | +16.7% |
| 3Y | +45.2% | +32.5% | +12.7% | +18.4% |
| 5Y | +86.7% | +160.2% | -73.5% | +0.2% |
| All | +390.5% | +175.5% | +215.0% | +182.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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