+176.4%
APO vs ABCL
-80.5%
+257.0%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.7% | -7.2% | -1.2% |
| 7D | +0.8% | -3.2% | +4.0% | +0.9% |
| 30D | +1.0% | -7.4% | +8.4% | +1.5% |
| 3M | -8.4% | +81.9% | -90.3% | -16.2% |
| 6M | -9.1% | +135.7% | -144.8% | -21.0% |
| YTD | -18.3% | +247.4% | -265.7% | -33.4% |
| 1Y | -8.0% | +162.3% | -170.2% | -22.3% |
| 3Y | +47.1% | +165.5% | -118.4% | +15.8% |
| 5Y | +67.2% | -21.3% | +88.4% | +45.9% |
| All | +176.4% | -80.5% | +257.0% | +146.9% |
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