+1,641.0%
APO vs AME
+815.9%
+825.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.2% | +0.5% | +1.5% |
| 7D | +2.3% | -1.5% | +3.8% | +2.8% |
| 30D | +3.0% | -4.2% | +7.2% | +5.4% |
| 3M | -3.7% | -5.9% | +2.2% | -0.4% |
| 6M | -7.5% | +2.8% | -10.3% | -10.8% |
| YTD | -14.5% | +16.6% | -31.1% | -26.1% |
| 1Y | -6.2% | +22.1% | -28.3% | -21.8% |
| 3Y | +51.9% | +64.7% | -12.8% | 0.0% |
| 5Y | +76.5% | +76.6% | -0.1% | +10.6% |
| 10Y | +895.2% | +443.9% | +451.4% | +197.2% |
| All | +1,641.0% | +815.9% | +825.1% | +288.1% |
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