+162.5%
ON vs APH
+8,861.2%
-8,698.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -9.3% | -2.2% | -4.3% |
| 7D | -16.3% | -12.7% | -3.5% | -6.8% |
| 30D | -27.0% | -19.2% | -7.8% | -14.0% |
| 3M | -18.1% | -16.7% | -1.4% | -5.8% |
| 6M | -38.6% | +5.1% | -43.8% | -41.7% |
| YTD | +16.4% | +6.6% | +9.8% | +4.0% |
| 1Y | +25.8% | +3.9% | +21.9% | +13.7% |
| 3Y | -7.7% | +246.0% | -253.7% | -69.2% |
| 5Y | +6.6% | +268.0% | -261.4% | -64.3% |
| 10Y | +444.6% | +868.2% | -423.6% | -2.9% |
| All | +162.5% | +8,861.2% | -8,698.7% | -90.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling