-4.4%
ON vs APD
+11.7%
-16.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.0% |
| 7D | -11.7% | -3.7% | -8.0% | -10.5% |
| 30D | -23.3% | +9.6% | -32.9% | -25.6% |
| 3M | -19.2% | +1.6% | -20.8% | -19.7% |
| 6M | -40.1% | +2.2% | -42.3% | -40.8% |
| YTD | +16.9% | +25.9% | -8.9% | +8.1% |
| 1Y | +29.7% | +20.1% | +9.6% | +21.3% |
| 3Y | -4.4% | +12.4% | -16.8% | -7.5% |
| All | -4.4% | +11.7% | -16.1% | -7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling