+50.9%
APO vs ALC
+4.4%
+46.5%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.2% | -1.4% | +0.4% |
| 7D | +5.8% | -1.1% | +6.9% | +6.2% |
| 30D | +8.9% | +16.0% | -7.2% | +2.8% |
| 3M | -13.6% | +0.8% | -14.5% | -13.9% |
| 6M | -5.4% | +16.8% | -22.2% | -11.3% |
| YTD | -13.6% | -5.5% | -8.1% | -12.2% |
| 1Y | -2.5% | -5.3% | +2.8% | -1.1% |
| 3Y | +50.9% | +4.1% | +46.8% | +51.7% |
| All | +50.9% | +4.4% | +46.5% | +51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 3y: compounded portfolio wealth divided by compounded ALC 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…
3y analysis · Full analysis span regression · 6 months rolling