+20.0%
ON vs APH
+289.4%
-269.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.7% | -1.9% | -2.2% |
| 7D | +12.2% | +4.9% | +7.4% | +8.0% |
| 30D | -3.1% | -5.4% | +2.3% | +1.0% |
| 3M | -12.9% | -5.5% | -7.4% | -9.1% |
| 6M | -38.6% | +25.9% | -64.5% | -49.4% |
| YTD | +31.2% | +16.4% | +14.9% | +5.2% |
| 1Y | +47.6% | +16.5% | +31.2% | +16.8% |
| 3Y | +6.6% | +270.9% | -264.2% | -82.8% |
| All | +20.0% | +289.4% | -269.3% | -80.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling