+137.9%
APO vs ALK
-25.3%
+163.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.2% | -1.2% |
| 7D | -1.0% | -0.7% | -0.4% | -0.8% |
| 30D | +3.5% | -19.2% | +22.7% | +12.5% |
| 3M | +4.5% | -1.5% | +6.1% | +3.7% |
| 6M | +22.8% | -13.1% | +35.8% | +26.2% |
| YTD | -6.5% | -16.4% | +9.9% | -2.6% |
| 1Y | +0.8% | -33.1% | +33.9% | +15.1% |
| 3Y | +62.0% | +0.6% | +61.3% | +44.1% |
| All | +137.9% | -25.3% | +163.2% | +130.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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