+60.7%
APO vs AME
+54.4%
+6.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -1.7% |
| 7D | -1.0% | +0.6% | -1.6% | -1.4% |
| 30D | +3.5% | -6.7% | +10.2% | +8.5% |
| 3M | +4.5% | +4.1% | +0.5% | +1.3% |
| 6M | +22.8% | +1.6% | +21.2% | +20.4% |
| YTD | -6.5% | +16.1% | -22.6% | -18.3% |
| 1Y | +0.8% | +27.3% | -26.5% | -19.0% |
| All | +60.7% | +54.4% | +6.3% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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