+216.5%
APO vs ABCL
-81.3%
+297.8%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.5% |
| 7D | -1.0% | +0.7% | -1.7% | -1.1% |
| 30D | +3.5% | +93.1% | -89.6% | -5.5% |
| 3M | +4.5% | +79.4% | -74.9% | -4.6% |
| 6M | +22.8% | +214.9% | -192.1% | +3.1% |
| YTD | -6.5% | +234.2% | -240.7% | -22.8% |
| 1Y | +0.8% | +174.8% | -173.9% | -15.7% |
| 3Y | +62.0% | +104.5% | -42.5% | +32.8% |
| 5Y | +138.2% | -39.0% | +177.3% | +111.6% |
| All | +216.5% | -81.3% | +297.8% | +186.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling