+67.0%
APO vs A
+15.4%
+51.6%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.2% | -1.2% |
| 7D | +0.8% | -0.1% | +0.8% | +0.8% |
| 30D | +1.0% | +3.4% | -2.3% | -0.6% |
| 3M | -8.4% | +23.8% | -32.2% | -17.4% |
| 6M | -9.1% | +49.0% | -58.1% | -26.2% |
| YTD | -18.3% | +29.4% | -47.7% | -28.9% |
| 1Y | -8.0% | +19.4% | -27.4% | -16.5% |
| 3Y | +47.1% | +66.2% | -19.1% | +4.4% |
| All | +67.0% | +15.4% | +51.6% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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