+137.9%
APO vs ABCL
-41.3%
+179.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.4% |
| 7D | -1.0% | +0.7% | -1.7% | -1.1% |
| 30D | +3.5% | +93.1% | -89.6% | -7.1% |
| 3M | +4.5% | +79.4% | -74.9% | -6.3% |
| 6M | +22.8% | +214.9% | -192.1% | -0.5% |
| YTD | -6.5% | +234.2% | -240.7% | -25.9% |
| 1Y | +0.8% | +174.8% | -173.9% | -18.9% |
| 3Y | +62.0% | +104.5% | -42.5% | +27.9% |
| All | +137.9% | -41.3% | +179.2% | +115.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling