+209.9%
ON vs APA
+191.8%
+18.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.2% | +2.1% |
| 7D | +2.4% | +0.5% | +1.9% | +2.2% |
| 30D | -3.3% | +23.4% | -26.7% | -10.6% |
| 3M | -43.6% | +12.7% | -56.3% | -46.6% |
| 6M | +19.0% | +39.4% | -20.5% | +2.3% |
| YTD | +37.4% | +79.0% | -41.6% | +7.2% |
| 1Y | +54.8% | +88.8% | -34.1% | +17.2% |
| 3Y | -25.2% | +6.4% | -31.5% | -33.3% |
| 5Y | +62.7% | +153.0% | -90.3% | +0.3% |
| 10Y | +574.3% | +7.5% | +566.8% | +294.0% |
| All | +209.9% | +191.8% | +18.1% | +60.8% |
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