+50.9%
APO vs ACM
-9.1%
+60.0%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.2% | +1.5% |
| 7D | +5.8% | +5.6% | +0.1% | +3.2% |
| 30D | +8.9% | +20.8% | -11.9% | +0.4% |
| 3M | -13.6% | +11.4% | -25.1% | -17.8% |
| 6M | -5.4% | +0.9% | -6.3% | -7.3% |
| YTD | -13.6% | -24.8% | +11.2% | -2.5% |
| 1Y | -2.5% | -46.4% | +44.0% | +37.5% |
| 3Y | +50.9% | -9.2% | +60.1% | +53.0% |
| All | +50.9% | -9.1% | +60.0% | +53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 3y: compounded portfolio wealth divided by compounded ACM 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…
3y analysis · Full analysis span regression · 6 months rolling