+946.8%
APO vs ALM
+3,219.4%
-2,272.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +8.8% | -10.2% | -1.7% |
| 7D | +0.1% | +8.4% | -8.3% | -0.2% |
| 30D | +3.9% | +34.8% | -31.0% | +2.5% |
| 3M | +3.8% | +16.2% | -12.5% | +2.8% |
| 6M | +22.3% | +2.1% | +20.1% | +21.2% |
| YTD | -7.8% | +117.0% | -124.8% | -11.6% |
| 1Y | -0.3% | +313.9% | -314.2% | -7.4% |
| 3Y | +57.1% | +2,327.9% | -2,270.8% | +32.4% |
| 5Y | +137.0% | +1,040.6% | -903.7% | +103.6% |
| 10Y | +946.8% | +3,219.4% | -2,272.6% | +771.5% |
| All | +946.8% | +3,219.4% | -2,272.6% | +771.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling