+20.0%
ON vs APD
+16.4%
+3.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.7% |
| 7D | +12.2% | +3.8% | +8.4% | +10.1% |
| 30D | -3.1% | +8.2% | -11.3% | -7.0% |
| 3M | -12.9% | +4.3% | -17.2% | -14.8% |
| 6M | -38.6% | +4.7% | -43.3% | -40.3% |
| YTD | +31.2% | +31.5% | -0.3% | +12.4% |
| 1Y | +47.6% | +23.5% | +24.1% | +30.1% |
| 3Y | +6.6% | +29.1% | -22.5% | -10.4% |
| All | +20.0% | +16.4% | +3.6% | -12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling