+516.0%
ON vs APH
+978.7%
-462.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +8.2% | +1.0% | +1.1% |
| 7D | -1.4% | +1.1% | -2.5% | -2.7% |
| 30D | -10.9% | -7.5% | -3.4% | -4.3% |
| 3M | -14.9% | -4.4% | -10.4% | -11.7% |
| 6M | -33.0% | +26.5% | -59.5% | -48.3% |
| YTD | +27.6% | +20.0% | +7.6% | -5.7% |
| 1Y | +44.5% | +16.9% | +27.6% | +8.3% |
| 3Y | +7.4% | +288.5% | -281.1% | -83.7% |
| 5Y | +18.7% | +310.3% | -291.5% | -82.5% |
| 10Y | +516.0% | +951.3% | -435.3% | -70.2% |
| All | +516.0% | +978.7% | -462.7% | -70.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling