+250.4%
APP vs ON
+25.5%
+224.8%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.9% | -2.8% |
| 7D | +10.6% | +17.0% | -6.5% | +4.4% |
| 30D | +44.6% | -3.9% | +48.4% | +44.9% |
| 3M | +29.6% | -11.5% | +41.1% | +32.5% |
| 6M | -19.8% | -29.2% | +9.4% | -15.8% |
| YTD | -41.6% | +36.2% | -77.7% | -56.7% |
| 1Y | -32.7% | +49.6% | -82.3% | -52.5% |
| 3Y | +799.0% | +9.4% | +789.6% | +538.9% |
| 5Y | +250.4% | +25.8% | +224.6% | +94.9% |
| All | +250.4% | +25.5% | +224.8% | +94.9% |
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