+459.0%
ONTO vs ALM
+601.1%
-142.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -7.2% | +9.0% | +2.6% |
| 7D | -2.4% | -6.3% | +3.9% | -1.5% |
| 30D | -32.9% | -31.4% | -1.5% | -29.9% |
| 3M | -32.2% | -40.6% | +8.4% | -28.2% |
| 6M | -30.6% | -58.6% | +28.0% | -24.3% |
| YTD | +25.1% | -7.6% | +32.7% | +28.5% |
| 1Y | +40.0% | +13.8% | +26.2% | +41.6% |
| 3Y | +45.7% | +842.1% | -796.4% | +25.0% |
| 5Y | +128.8% | +407.4% | -278.6% | +100.3% |
| All | +459.0% | +601.1% | -142.1% | +313.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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