+1,651.7%
APO vs AME
+821.4%
+830.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | -0.3% |
| 7D | +0.2% | +1.1% | -0.9% | -0.7% |
| 30D | +3.1% | -4.1% | +7.2% | +5.5% |
| 3M | -12.0% | -6.3% | -5.6% | -8.7% |
| 6M | -5.0% | +3.5% | -8.5% | -8.9% |
| YTD | -14.0% | +17.3% | -31.3% | -26.0% |
| 1Y | -5.9% | +22.0% | -28.0% | -21.6% |
| 3Y | +51.6% | +62.0% | -10.5% | +1.1% |
| 5Y | +80.8% | +78.5% | +2.3% | +12.5% |
| 10Y | +839.9% | +441.6% | +398.3% | +180.9% |
| All | +1,651.7% | +821.4% | +830.2% | +288.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling