+57.7%
ONTO vs ALM
+907.8%
-850.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +8.1% | +3.9% | +10.5% |
| 7D | +1.4% | +0.7% | +0.6% | +1.5% |
| 30D | -34.1% | -26.1% | -8.0% | -30.5% |
| 3M | -37.1% | -38.1% | +1.1% | -31.9% |
| 6M | -31.8% | -55.4% | +23.6% | -23.6% |
| YTD | +22.9% | -0.4% | +23.3% | +28.2% |
| 1Y | +39.5% | +25.4% | +14.1% | +42.5% |
| 3Y | +57.7% | +907.8% | -850.1% | +34.7% |
| All | +57.7% | +907.8% | -850.1% | +34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling