-11.3%
APO vs ADVB
-97.5%
+86.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.2% | -4.7% | -0.4% |
| 7D | +0.8% | -13.9% | +14.7% | +0.8% |
| 30D | +1.0% | -68.1% | +69.2% | +1.0% |
| 3M | -8.4% | -73.4% | +65.0% | -8.4% |
| 6M | -9.1% | -70.8% | +61.7% | -9.2% |
| YTD | -18.3% | -66.1% | +47.8% | -18.6% |
| 1Y | -8.0% | -77.5% | +69.5% | -7.1% |
| All | -11.3% | -97.5% | +86.2% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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