+23.9%
ONDS vs APD
+30.0%
-6.1%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.8% | +0.3% |
| 7D | -3.5% | -2.2% | -1.3% | -2.6% |
| 30D | -14.1% | +2.1% | -16.2% | -14.8% |
| 3M | -36.3% | +7.2% | -43.5% | -38.5% |
| 6M | -27.5% | +11.2% | -38.7% | -31.6% |
| YTD | -21.9% | +24.4% | -46.3% | -31.1% |
| 1Y | +43.0% | +6.7% | +36.3% | +36.4% |
| 3Y | +697.1% | +9.2% | +687.8% | +633.3% |
| 5Y | -1.2% | +27.4% | -28.5% | -21.0% |
| All | +23.9% | +30.0% | -6.1% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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