-55.4%
APP vs ON
+41.6%
-97.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.9% | +12.6% | +10.8% |
| 7D | +4.5% | -5.8% | +10.3% | +4.9% |
| 30D | -3.6% | -17.1% | +13.5% | -2.8% |
| 3M | -35.3% | -11.8% | -23.4% | -35.0% |
| 6M | -42.8% | -30.2% | -12.6% | -42.7% |
| YTD | -59.7% | +31.6% | -91.2% | -64.4% |
| 1Y | -55.4% | +47.6% | -102.9% | -62.7% |
| All | -55.4% | +41.6% | -97.0% | -62.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling