+1,804.4%
APO vs ACM
+158.5%
+1,645.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | -1.0% | -3.7% | +2.7% | +0.9% |
| 30D | +3.5% | -11.1% | +14.6% | +8.5% |
| 3M | +4.5% | -8.0% | +12.5% | +7.5% |
| 6M | +22.8% | -29.7% | +52.4% | +43.6% |
| YTD | -6.5% | -29.4% | +22.9% | +8.2% |
| 1Y | +0.8% | -46.4% | +47.3% | +33.3% |
| 3Y | +62.0% | -22.3% | +84.3% | +76.4% |
| 5Y | +138.2% | +4.5% | +133.8% | +125.8% |
| 10Y | +940.3% | +127.6% | +812.6% | +556.7% |
| All | +1,804.4% | +158.5% | +1,645.9% | +1,034.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling