+314.7%
APP vs ONON
-24.2%
+338.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.7% | -1.5% |
| 7D | -4.4% | -3.5% | -0.9% | -2.8% |
| 30D | -10.0% | -30.8% | +20.8% | +6.1% |
| 3M | -41.4% | -29.8% | -11.6% | -31.9% |
| 6M | -41.0% | -34.8% | -6.2% | -29.8% |
| YTD | -54.7% | -42.3% | -12.5% | -42.9% |
| 1Y | -45.3% | -39.5% | -5.8% | -34.2% |
| 3Y | +624.3% | -9.3% | +633.6% | +566.7% |
| All | +314.7% | -24.2% | +338.8% | +237.7% |
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