+535.7%
ON vs APH
+938.3%
-402.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.7% | +1.7% |
| 7D | -4.1% | -5.0% | +0.9% | +0.8% |
| 30D | -10.2% | -8.4% | -1.9% | -2.8% |
| 3M | -12.7% | -4.5% | -8.2% | -9.5% |
| 6M | -32.5% | +25.3% | -57.8% | -47.5% |
| YTD | +28.6% | +18.9% | +9.6% | -4.1% |
| 1Y | +43.4% | +11.9% | +31.5% | +13.0% |
| 3Y | +3.3% | +278.0% | -274.6% | -83.8% |
| 5Y | +22.5% | +306.4% | -283.9% | -81.7% |
| 10Y | +535.7% | +955.2% | -419.5% | -69.4% |
| All | +535.7% | +938.3% | -402.6% | -69.4% |
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