+109.8%
AAPL vs ON
+57.7%
+52.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.2% |
| 7D | -3.0% | -1.9% | -1.1% | -2.6% |
| 30D | +2.3% | -11.0% | +13.3% | +4.8% |
| 3M | +8.6% | -39.3% | +48.0% | +18.9% |
| 6M | +21.6% | +19.8% | +1.7% | +9.1% |
| YTD | +16.3% | +31.1% | -14.8% | +1.2% |
| 1Y | +35.1% | +46.0% | -10.9% | +12.9% |
| 3Y | +79.4% | -27.5% | +106.9% | +69.2% |
| 5Y | +109.8% | +56.9% | +52.9% | +52.5% |
| All | +109.8% | +57.7% | +52.1% | +52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 ON 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