-9.4%
ABT vs APO
+136.0%
-145.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.4% | -0.2% |
| 7D | -4.7% | -1.0% | -3.8% | -4.6% |
| 30D | -3.1% | -0.4% | -2.8% | -3.1% |
| 3M | +16.1% | -0.9% | +17.0% | +16.0% |
| 6M | -5.3% | +22.1% | -27.5% | -8.7% |
| YTD | -14.4% | -8.4% | -6.1% | -13.8% |
| 1Y | -18.4% | -0.9% | -17.5% | -19.1% |
| 3Y | +11.2% | +56.1% | -44.9% | -5.0% |
| 5Y | -9.4% | +136.0% | -145.4% | -34.2% |
| All | -9.4% | +136.0% | -145.4% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APO.
Daily Out/Under-Performance
Portfolio return minus APO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APO 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 APO 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