+1,651.7%
APO vs ACM
+174.2%
+1,477.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | +0.2% | +3.0% | -2.9% | -1.3% |
| 30D | +3.1% | +19.7% | -16.5% | -5.6% |
| 3M | -12.0% | +5.3% | -17.3% | -14.7% |
| 6M | -5.0% | -10.8% | +5.8% | -1.5% |
| YTD | -14.0% | -25.1% | +11.1% | -3.4% |
| 1Y | -5.9% | -45.8% | +39.8% | +23.8% |
| 3Y | +51.6% | -9.4% | +60.9% | +53.1% |
| 5Y | +80.8% | +4.8% | +76.0% | +70.9% |
| 10Y | +839.9% | +129.8% | +710.2% | +489.3% |
| All | +1,651.7% | +174.2% | +1,477.5% | +913.1% |
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