+91.5%
ONTO vs ACM
-2.7%
+94.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | 0.0% | +11.1% | +11.1% |
| 7D | -14.0% | +5.4% | -19.4% | -16.9% |
| 30D | -43.1% | +15.1% | -58.2% | -48.0% |
| 3M | -35.5% | -10.5% | -25.0% | -32.2% |
| 6M | -41.1% | -19.7% | -21.4% | -33.7% |
| YTD | +9.8% | -28.8% | +38.6% | +34.3% |
| 1Y | +31.5% | -47.9% | +79.4% | +108.0% |
| 3Y | +45.2% | -12.4% | +57.5% | +43.1% |
| All | +91.5% | -2.7% | +94.2% | +64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling