+881.3%
ON vs APTV
+194.6%
+686.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.1% | -2.1% | -1.1% |
| 7D | +2.4% | +4.8% | -2.4% | -1.0% |
| 30D | -3.3% | +2.0% | -5.3% | -5.1% |
| 3M | -43.6% | -34.2% | -9.3% | -25.1% |
| 6M | +19.0% | -34.7% | +53.6% | +55.1% |
| YTD | +37.4% | -37.0% | +74.3% | +82.0% |
| 1Y | +54.8% | -40.4% | +95.2% | +113.2% |
| 3Y | -25.2% | -54.1% | +28.9% | +17.9% |
| 5Y | +62.7% | -68.0% | +130.7% | +227.6% |
| 10Y | +574.3% | -15.5% | +589.9% | +545.2% |
| All | +881.3% | +194.6% | +686.7% | +350.9% |
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