+1,563.3%
APO vs ACM
+160.5%
+1,402.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.5% | -0.5% |
| 7D | +0.8% | +5.4% | -4.6% | -1.7% |
| 30D | +1.0% | +15.1% | -14.1% | -5.7% |
| 3M | -8.4% | -10.5% | +2.1% | -4.3% |
| 6M | -9.1% | -19.7% | +10.6% | -0.7% |
| YTD | -18.3% | -28.8% | +10.5% | -5.9% |
| 1Y | -8.0% | -47.9% | +39.9% | +23.5% |
| 3Y | +47.1% | -12.4% | +59.4% | +50.9% |
| 5Y | +67.2% | +0.6% | +66.6% | +61.3% |
| 10Y | +871.8% | +161.3% | +710.6% | +481.6% |
| All | +1,563.3% | +160.5% | +1,402.9% | +886.9% |
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