+581.1%
ON vs APH
+1,054.4%
-473.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.1% |
| 7D | +2.4% | +5.0% | -2.5% | -2.5% |
| 30D | -3.3% | -3.9% | +0.6% | +0.2% |
| 3M | -43.6% | +13.0% | -56.5% | -50.4% |
| 6M | +19.0% | +25.2% | -6.2% | -7.8% |
| YTD | +37.4% | +22.9% | +14.4% | -0.3% |
| 1Y | +54.8% | +47.8% | +6.9% | -12.3% |
| 3Y | -25.2% | +283.0% | -308.2% | -88.3% |
| 5Y | +62.7% | +349.7% | -286.9% | -78.3% |
| All | +581.1% | +1,054.4% | -473.3% | -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