+895.2%
APO vs ALM
+2,221.4%
-1,326.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +8.1% | -3.4% | +4.3% |
| 7D | +2.3% | +0.7% | +1.5% | +2.3% |
| 30D | +3.0% | -26.1% | +29.1% | +4.2% |
| 3M | -3.7% | -38.1% | +34.4% | -2.2% |
| 6M | -7.5% | -55.4% | +47.9% | -5.2% |
| YTD | -14.5% | -0.4% | -14.1% | -15.7% |
| 1Y | -6.2% | +25.4% | -31.5% | -8.5% |
| 3Y | +51.9% | +907.8% | -855.8% | +33.0% |
| 5Y | +76.5% | +440.2% | -363.7% | +56.1% |
| 10Y | +895.2% | +2,031.1% | -1,135.9% | +779.6% |
| All | +895.2% | +2,221.4% | -1,326.2% | +779.6% |
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