+437.6%
APP vs ONON
-2.0%
+439.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -7.5% | +4.0% | 0.0% |
| 7D | +61.1% | -4.9% | +66.0% | +64.5% |
| 30D | +42.8% | -1.1% | +43.9% | +42.6% |
| 3M | +16.7% | -10.5% | +27.2% | +20.2% |
| 6M | -15.6% | -1.5% | -14.1% | -18.0% |
| YTD | -41.3% | -25.3% | -16.0% | -35.3% |
| 1Y | -39.3% | -0.7% | -38.5% | -42.9% |
| 3Y | +803.2% | +29.0% | +774.2% | +595.2% |
| 5Y | +313.2% | -6.7% | +319.8% | +195.8% |
| All | +437.6% | -2.0% | +439.6% | +282.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 10y: compounded portfolio wealth divided by compounded ONON 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…
10y analysis · Full analysis span regression · 6 months rolling