-25.1%
ON vs APD
+9.1%
-34.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.3% |
| 7D | +2.4% | -2.2% | +4.7% | +3.2% |
| 30D | -3.3% | +2.1% | -5.4% | -4.1% |
| 3M | -43.6% | +7.2% | -50.7% | -45.1% |
| 6M | +19.0% | +11.2% | +7.7% | +14.5% |
| YTD | +37.4% | +24.4% | +13.0% | +27.4% |
| 1Y | +54.8% | +6.7% | +48.1% | +51.0% |
| All | -25.1% | +9.1% | -34.2% | -26.2% |
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