+68.1%
ONTO vs APD
+15.3%
+52.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.6% | -2.9% | -12.7% | -14.3% |
| 7D | -29.7% | -0.7% | -29.0% | -29.4% |
| 30D | -50.3% | +10.1% | -60.4% | -52.5% |
| 3M | -43.5% | +4.9% | -48.4% | -45.1% |
| 6M | -48.9% | +2.5% | -51.3% | -50.0% |
| YTD | -1.2% | +27.8% | -29.0% | -14.6% |
| 1Y | +14.9% | +32.9% | -18.0% | -4.3% |
| 3Y | +31.2% | +13.4% | +17.8% | +18.2% |
| 5Y | +68.1% | +12.8% | +55.3% | +22.2% |
| All | +68.1% | +15.3% | +52.8% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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