+535.7%
ON vs APD
+188.9%
+346.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.5% |
| 7D | -4.1% | -0.2% | -3.9% | -3.8% |
| 30D | -10.2% | +11.0% | -21.2% | -16.0% |
| 3M | -12.7% | +2.0% | -14.7% | -14.0% |
| 6M | -32.5% | +7.1% | -39.6% | -35.7% |
| YTD | +28.6% | +29.8% | -1.2% | +7.5% |
| 1Y | +43.4% | +24.0% | +19.4% | +22.6% |
| 3Y | +3.3% | +27.2% | -23.9% | -16.7% |
| 5Y | +22.5% | +12.8% | +9.7% | +4.9% |
| 10Y | +535.7% | +185.0% | +350.7% | +145.4% |
| All | +535.7% | +188.9% | +346.8% | +145.4% |
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