+192.3%
APO vs ABCL
-81.2%
+273.5%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.9% | +1.9% |
| 7D | +5.8% | -3.3% | +9.0% | +6.2% |
| 30D | +8.9% | -7.1% | +16.0% | +9.3% |
| 3M | -13.6% | +4.7% | -18.4% | -15.0% |
| 6M | -5.4% | +140.9% | -146.3% | -18.0% |
| YTD | -13.6% | +236.0% | -249.6% | -29.3% |
| 1Y | -2.5% | +217.4% | -219.9% | -19.6% |
| 3Y | +50.9% | +188.7% | -137.8% | +17.3% |
| 5Y | +81.4% | -23.5% | +104.9% | +58.9% |
| All | +192.3% | -81.2% | +273.5% | +162.1% |
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