+561.8%
ON vs APD
+161.1%
+400.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.2% | -3.3% | -3.7% |
| 7D | -2.2% | -2.5% | +0.3% | -0.6% |
| 30D | -12.4% | -1.9% | -10.5% | -11.6% |
| 3M | -41.2% | +8.2% | -49.4% | -44.4% |
| 6M | +25.0% | +10.7% | +14.2% | +16.4% |
| YTD | +31.3% | +22.9% | +8.3% | +13.7% |
| 1Y | +45.4% | +5.8% | +39.6% | +37.2% |
| 3Y | -27.4% | +7.8% | -35.2% | -35.1% |
| 5Y | +58.5% | +26.1% | +32.4% | +23.8% |
| 10Y | +561.8% | +163.7% | +398.1% | +186.3% |
| All | +561.8% | +161.1% | +400.7% | +186.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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