-23.3%
ONON vs APA
+161.3%
-184.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | -5.3% | +0.8% | -6.1% | -5.5% |
| 30D | -13.1% | +9.6% | -22.8% | -14.8% |
| 3M | -29.3% | +18.0% | -47.4% | -32.1% |
| 6M | -34.5% | +41.9% | -76.4% | -40.9% |
| YTD | -42.2% | +86.3% | -128.5% | -51.6% |
| 1Y | -37.3% | +97.9% | -135.2% | -48.8% |
| 3Y | -9.3% | +12.8% | -22.0% | -17.0% |
| All | -23.3% | +161.3% | -184.6% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 10y: compounded portfolio wealth divided by compounded APA 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…
10y analysis · Full analysis span regression · 6 months rolling