+68.1%
ONTO vs ALM
+390.7%
-322.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.6% | -9.6% | -6.0% | -14.3% |
| 7D | -29.7% | -14.5% | -15.2% | -28.0% |
| 30D | -50.3% | -39.0% | -11.2% | -46.9% |
| 3M | -43.5% | -40.3% | -3.2% | -39.5% |
| 6M | -48.9% | -60.3% | +11.5% | -43.3% |
| YTD | -1.2% | -9.8% | +8.6% | +3.3% |
| 1Y | +14.9% | +30.8% | -15.9% | +17.2% |
| 3Y | +31.2% | +772.4% | -741.2% | +17.6% |
| 5Y | +68.1% | +390.7% | -322.7% | +54.2% |
| All | +68.1% | +390.7% | -322.7% | +54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling