+50.9%
APO vs ALM
+909.2%
-858.4%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.7% | -6.0% | +1.4% |
| 7D | +5.8% | +1.2% | +4.5% | +5.7% |
| 30D | +8.9% | -19.3% | +28.2% | +9.8% |
| 3M | -13.6% | -40.6% | +27.0% | -12.0% |
| 6M | -5.4% | -57.9% | +52.5% | -2.6% |
| YTD | -13.6% | -6.7% | -6.9% | -14.6% |
| 1Y | -2.5% | +20.2% | -22.7% | -5.0% |
| 3Y | +50.9% | +879.4% | -828.6% | +32.2% |
| All | +50.9% | +909.2% | -858.4% | +32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling