+1,804.4%
APO vs ALK
+197.4%
+1,607.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.5% |
| 3M | +4.5% | -1.5% | +6.1% | +4.0% |
| 6M | +22.8% | -13.1% | +35.8% | +25.6% |
| YTD | -6.5% | -16.4% | +9.9% | -3.3% |
| 1Y | +0.8% | -33.1% | +33.9% | +12.5% |
| 3Y | +62.0% | +0.6% | +61.3% | +49.0% |
| 5Y | +138.2% | -26.4% | +164.6% | +141.4% |
| 10Y | +940.3% | -34.2% | +974.4% | +845.3% |
| All | +1,804.4% | +197.4% | +1,607.0% | +793.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling