+871.2%
ON vs APTV
+142.1%
+729.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.4% | +6.2% | +6.0% |
| 7D | +3.3% | -8.9% | +12.2% | +10.5% |
| 30D | -3.1% | -9.5% | +6.4% | +3.4% |
| 3M | -9.2% | -20.6% | +11.3% | +5.8% |
| 6M | -31.4% | -28.9% | -2.5% | -14.9% |
| YTD | +36.0% | -48.2% | +84.2% | +105.7% |
| 1Y | +52.0% | -51.7% | +103.7% | +141.5% |
| 3Y | +9.3% | -48.1% | +57.4% | +57.7% |
| 5Y | +26.5% | -76.7% | +103.2% | +217.6% |
| 10Y | +556.1% | -25.6% | +581.8% | +591.4% |
| All | +871.2% | +142.1% | +729.1% | +409.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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