+209.9%
ON vs APH
+4,709.8%
-4,499.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -47.8% | +48.2% | +35.1% |
| 7D | -0.6% | -48.7% | +48.1% | +35.6% |
| 30D | -3.3% | -51.9% | +48.6% | +38.6% |
| 3M | -43.6% | -43.6% | 0.0% | -28.6% |
| 6M | +19.0% | -37.5% | +56.5% | +37.3% |
| YTD | +37.4% | -38.6% | +76.0% | +53.1% |
| 1Y | +54.8% | -26.3% | +81.1% | +46.5% |
| 3Y | -25.2% | +89.2% | -114.4% | -67.6% |
| 5Y | +62.7% | +119.8% | -57.1% | -33.7% |
| 10Y | +574.3% | +454.3% | +120.1% | +51.3% |
| All | +209.9% | +4,709.8% | -4,499.8% | -85.2% |
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