+491.1%
APO vs ALC
+24.0%
+467.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | +0.8% |
| 7D | -1.0% | -2.1% | +1.1% | +0.3% |
| 30D | +3.5% | -0.1% | +3.6% | +3.6% |
| 3M | +4.5% | +5.9% | -1.4% | +0.2% |
| 6M | +22.8% | -15.9% | +38.7% | +35.2% |
| YTD | -6.5% | -10.1% | +3.6% | -1.9% |
| 1Y | +0.8% | -10.2% | +11.1% | +5.3% |
| 3Y | +62.0% | -13.6% | +75.5% | +67.4% |
| 5Y | +138.2% | -15.1% | +153.4% | +146.5% |
| All | +491.1% | +24.0% | +467.1% | +297.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling