+187.3%
APO vs ABCL
-81.0%
+268.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.8% | +1.5% | -1.0% |
| 7D | +3.5% | +4.4% | -0.9% | +2.9% |
| 30D | +4.4% | -7.9% | +12.2% | +4.9% |
| 3M | -12.1% | +12.2% | -24.3% | -14.2% |
| 6M | -7.2% | +134.7% | -142.0% | -19.3% |
| YTD | -15.1% | +239.8% | -254.9% | -30.6% |
| 1Y | -7.7% | +192.7% | -200.3% | -23.0% |
| 3Y | +49.6% | +187.6% | -138.0% | +16.5% |
| 5Y | +78.3% | -22.6% | +100.9% | +56.0% |
| All | +187.3% | -81.0% | +268.3% | +157.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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