+190.0%
ON vs APA
+209.4%
-19.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.3% |
| 7D | -4.1% | -5.5% | +1.4% | -2.2% |
| 30D | -10.2% | -1.2% | -9.1% | -10.2% |
| 3M | -12.7% | +10.6% | -23.3% | -16.5% |
| 6M | -32.5% | +28.4% | -61.0% | -39.6% |
| YTD | +28.6% | +89.7% | -61.2% | -2.2% |
| 1Y | +43.4% | +90.6% | -47.2% | +8.6% |
| 3Y | +3.3% | +36.9% | -33.6% | -15.9% |
| 5Y | +22.5% | +83.2% | -60.7% | -15.2% |
| 10Y | +535.7% | -0.1% | +535.8% | +285.3% |
| All | +190.0% | +209.4% | -19.3% | +46.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling