+54.8%
ON vs APH
-25.2%
+80.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -47.8% | +48.2% | +9.6% |
| 7D | -0.6% | -48.7% | +48.1% | +9.3% |
| 30D | -3.3% | -51.9% | +48.6% | +9.2% |
| 3M | -43.6% | -43.6% | 0.0% | -39.3% |
| 6M | +19.0% | -37.5% | +56.5% | +24.0% |
| YTD | +37.4% | -38.6% | +76.0% | +36.8% |
| 1Y | +54.8% | -26.3% | +81.1% | +51.1% |
| All | +54.8% | -25.2% | +80.0% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 APH 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