+52.0%
ON vs APD
+24.7%
+27.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.9% | +4.8% | +5.4% |
| 7D | +3.3% | -1.2% | +4.5% | +3.8% |
| 30D | -3.1% | +11.0% | -14.2% | -6.1% |
| 3M | -9.2% | +2.6% | -11.8% | -10.0% |
| 6M | -31.4% | +4.8% | -36.2% | -33.6% |
| YTD | +36.0% | +31.0% | +5.0% | +28.8% |
| 1Y | +52.0% | +23.4% | +28.6% | +45.0% |
| All | +52.0% | +24.7% | +27.3% | +45.0% |
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