+452.4%
ON vs APH
+894.6%
-442.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.1% | -3.6% | -3.6% |
| 7D | -11.7% | -5.9% | -5.7% | -6.4% |
| 30D | -23.3% | -14.8% | -8.5% | -10.8% |
| 3M | -19.2% | -12.4% | -6.8% | -8.7% |
| 6M | -40.1% | +8.1% | -48.2% | -46.2% |
| YTD | +16.9% | +10.9% | +6.0% | -6.7% |
| 1Y | +29.7% | +8.8% | +21.0% | +4.2% |
| 3Y | -4.4% | +262.1% | -266.5% | -84.5% |
| 5Y | +7.1% | +283.1% | -276.1% | -83.1% |
| All | +452.4% | +894.6% | -442.2% | -71.6% |
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