+456.1%
APP vs ONON
-5.0%
+461.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.7% | +2.2% | +3.1% |
| 7D | +4.6% | -10.0% | +14.6% | +9.8% |
| 30D | +56.0% | -5.3% | +61.3% | +59.0% |
| 3M | +30.8% | +6.5% | +24.4% | +25.3% |
| 6M | -9.8% | -5.0% | -4.8% | -10.6% |
| YTD | -39.3% | -27.6% | -11.6% | -32.1% |
| 1Y | -26.4% | -20.7% | -5.8% | -21.6% |
| 3Y | +887.9% | +26.6% | +861.3% | +666.2% |
| 5Y | +264.1% | -9.6% | +273.7% | +164.6% |
| All | +456.1% | -5.0% | +461.1% | +301.8% |
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