+144.9%
APA vs ONTO
+390.5%
-245.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +11.1% | -8.4% | -0.2% |
| 7D | -15.5% | -14.0% | -1.5% | -12.6% |
| 30D | +2.4% | -43.1% | +45.5% | +16.7% |
| 3M | +22.8% | -35.5% | +58.3% | +32.6% |
| 6M | +17.9% | -41.1% | +59.0% | +25.0% |
| YTD | +87.7% | +9.8% | +77.9% | +56.0% |
| 1Y | +94.2% | +31.5% | +62.7% | +50.4% |
| 3Y | +27.2% | +45.2% | -18.0% | -21.9% |
| 5Y | +74.1% | +86.7% | -12.6% | -16.8% |
| All | +144.9% | +390.5% | -245.6% | -36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 all: compounded portfolio wealth divided by compounded ONTO 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…
all analysis · Full analysis span regression · 6 months rolling