+137.9%
APO vs ACM
+5.0%
+132.9%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | -1.0% | -3.7% | +2.7% | +1.2% |
| 30D | +3.5% | -11.1% | +14.6% | +9.6% |
| 3M | +4.5% | -8.0% | +12.5% | +7.9% |
| 6M | +22.8% | -29.7% | +52.4% | +49.9% |
| YTD | -6.5% | -29.4% | +22.9% | +12.2% |
| 1Y | +0.8% | -46.4% | +47.3% | +46.0% |
| 3Y | +62.0% | -22.3% | +84.3% | +72.5% |
| All | +137.9% | +5.0% | +132.9% | +99.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling