+30.7%
ONTO vs ACM
-12.3%
+43.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.6% | -2.2% | -13.4% | -14.6% |
| 7D | -29.7% | +5.1% | -34.8% | -31.4% |
| 30D | -50.3% | +11.5% | -61.8% | -52.9% |
| 3M | -43.5% | -10.5% | -33.0% | -40.7% |
| 6M | -48.9% | -20.4% | -28.5% | -42.0% |
| YTD | -1.2% | -28.9% | +27.7% | +20.3% |
| 1Y | +14.9% | -48.7% | +63.6% | +85.2% |
| All | +30.7% | -12.3% | +43.0% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 3y: compounded portfolio wealth divided by compounded ACM 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…
3y analysis · Full analysis span regression · 6 months rolling