+390.5%
ONTO vs AFL
+172.9%
+217.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -1.7% | +12.8% | +11.9% |
| 7D | -14.0% | +0.1% | -14.2% | -14.3% |
| 30D | -43.1% | +10.0% | -53.1% | -46.2% |
| 3M | -35.5% | -1.6% | -34.0% | -35.7% |
| 6M | -41.1% | +10.5% | -51.6% | -45.7% |
| YTD | +9.8% | +14.3% | -4.5% | -1.5% |
| 1Y | +31.5% | +11.4% | +20.1% | +19.5% |
| 3Y | +45.2% | +62.4% | -17.3% | -0.5% |
| 5Y | +86.7% | +144.8% | -58.1% | -4.9% |
| All | +390.5% | +172.9% | +217.6% | +139.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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