+137.0%
APO vs AME
+85.0%
+51.9%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +0.1% | +2.8% | -2.7% | -2.2% |
| 30D | +3.9% | -6.3% | +10.1% | +9.4% |
| 3M | +3.8% | +5.4% | -1.6% | -1.1% |
| 6M | +22.3% | +7.4% | +14.8% | +13.5% |
| YTD | -7.8% | +16.2% | -24.0% | -21.0% |
| 1Y | -0.3% | +26.8% | -27.1% | -21.8% |
| 3Y | +57.1% | +57.5% | -0.4% | -0.8% |
| 5Y | +137.0% | +84.8% | +52.1% | +26.6% |
| All | +137.0% | +85.0% | +51.9% | +26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling