-21.7%
ONON vs APD
+22.7%
-44.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.8% | +2.4% |
| 7D | -2.1% | -3.3% | +1.2% | -0.5% |
| 30D | -11.6% | -4.2% | -7.5% | -9.8% |
| 3M | -30.1% | +5.4% | -35.5% | -32.2% |
| 6M | -30.5% | +6.3% | -36.8% | -33.5% |
| YTD | -41.0% | +20.3% | -61.4% | -47.5% |
| 1Y | -36.7% | +1.6% | -38.3% | -38.3% |
| 3Y | -8.6% | +4.0% | -12.6% | -13.9% |
| All | -21.7% | +22.7% | -44.4% | -42.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling