-16.6%
APP vs ON
-38.3%
+21.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.5% | +9.4% | +9.9% |
| 7D | +71.2% | -11.7% | +82.9% | +69.9% |
| 30D | +39.1% | -23.3% | +62.4% | +38.2% |
| 3M | +16.5% | -19.2% | +35.7% | +15.5% |
| 6M | -16.6% | -40.1% | +23.6% | -13.5% |
| All | -16.6% | -38.3% | +21.8% | -13.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling