+1,804.4%
APO vs AME
+812.5%
+991.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -1.8% |
| 7D | -1.0% | +0.6% | -1.6% | -1.5% |
| 30D | +3.5% | -6.7% | +10.2% | +8.9% |
| 3M | +4.5% | +4.1% | +0.5% | +1.1% |
| 6M | +22.8% | +1.6% | +21.2% | +19.9% |
| YTD | -6.5% | +16.1% | -22.6% | -18.0% |
| 1Y | +0.8% | +27.3% | -26.5% | -18.2% |
| 3Y | +62.0% | +50.9% | +11.1% | +15.2% |
| 5Y | +138.2% | +81.4% | +56.9% | +48.2% |
| 10Y | +940.3% | +417.0% | +523.3% | +223.3% |
| All | +1,804.4% | +812.5% | +991.9% | +330.6% |
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 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