+561.8%
ON vs APA
-0.7%
+562.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.8% | -6.3% | -5.0% |
| 7D | -2.2% | -1.7% | -0.5% | -1.7% |
| 30D | -12.4% | +15.7% | -28.2% | -16.6% |
| 3M | -41.2% | +16.5% | -57.7% | -44.5% |
| 6M | +25.0% | +35.1% | -10.1% | +10.8% |
| YTD | +31.3% | +82.2% | -51.0% | +5.1% |
| 1Y | +45.4% | +102.5% | -57.0% | +11.6% |
| 3Y | -27.4% | +10.3% | -37.7% | -35.4% |
| 5Y | +58.5% | +166.1% | -107.6% | +3.9% |
| 10Y | +561.8% | -4.9% | +566.7% | +278.4% |
| All | +561.8% | -0.7% | +562.5% | +278.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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