+190.6%
APO vs ABCL
-79.6%
+270.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.8% | +0.5% |
| 7D | +8.1% | +2.3% | +5.8% | +7.8% |
| 30D | +3.4% | -0.7% | +4.1% | +3.1% |
| 3M | -6.6% | +33.4% | -40.0% | -10.8% |
| 6M | -7.1% | +137.8% | -144.9% | -19.2% |
| YTD | -14.1% | +264.3% | -278.5% | -30.3% |
| 1Y | -4.7% | +209.2% | -213.9% | -21.0% |
| 3Y | +51.3% | +208.4% | -157.1% | +16.9% |
| 5Y | +82.7% | -11.9% | +94.6% | +58.2% |
| All | +190.6% | -79.6% | +270.2% | +158.2% |
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