+7.8%
ON vs APA
+71.7%
-63.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.2% | -0.3% |
| 7D | -11.7% | -15.5% | +3.8% | -7.1% |
| 30D | -23.3% | +2.4% | -25.7% | -24.2% |
| 3M | -19.2% | +22.8% | -42.0% | -24.9% |
| 6M | -40.1% | +17.9% | -58.1% | -44.3% |
| YTD | +16.9% | +87.7% | -70.8% | -10.6% |
| 1Y | +29.7% | +94.2% | -64.5% | -2.3% |
| 3Y | -4.4% | +27.2% | -31.6% | -22.3% |
| All | +7.8% | +71.7% | -63.9% | -25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling