-5.5%
ONON vs APD
+34.0%
-39.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.3% | -5.0% | -4.9% |
| 7D | -11.9% | +2.2% | -14.1% | -12.8% |
| 30D | -6.8% | +9.4% | -16.2% | -10.8% |
| 3M | +6.6% | +4.7% | +2.0% | +4.3% |
| 6M | -2.2% | +5.5% | -7.7% | -5.2% |
| YTD | -28.9% | +31.4% | -60.3% | -39.3% |
| 1Y | -20.3% | +24.1% | -44.4% | -30.1% |
| 3Y | +22.9% | +28.8% | -5.8% | +2.0% |
| 5Y | -11.1% | +15.8% | -26.9% | -38.4% |
| All | -5.5% | +34.0% | -39.5% | -34.0% |
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