+49.6%
ON vs APD
+23.7%
+26.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +17.0% | +2.2% | +14.8% | +16.2% |
| 30D | -3.9% | +9.4% | -13.3% | -6.4% |
| 3M | -11.5% | +4.7% | -16.2% | -12.8% |
| 6M | -29.2% | +5.5% | -34.7% | -31.6% |
| YTD | +36.2% | +31.4% | +4.7% | +28.8% |
| 1Y | +49.6% | +24.1% | +25.5% | +42.6% |
| All | +49.6% | +23.7% | +26.0% | +42.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling