-23.3%
ONON vs APD
+24.3%
-47.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.7% | -1.2% |
| 7D | -3.5% | -4.6% | +1.1% | -1.3% |
| 30D | -30.8% | -4.2% | -26.6% | -29.4% |
| 3M | -29.8% | +5.0% | -34.8% | -31.8% |
| 6M | -34.8% | +8.9% | -43.8% | -38.4% |
| YTD | -42.3% | +21.9% | -64.2% | -48.9% |
| 1Y | -39.5% | +5.6% | -45.1% | -42.3% |
| 3Y | -9.3% | +6.9% | -16.2% | -16.1% |
| All | -23.3% | +24.3% | -47.6% | -44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling