+949.3%
APO vs APA
-1.1%
+950.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.0% | -3.6% | -1.4% |
| 7D | -1.0% | +0.3% | -1.3% | -1.1% |
| 30D | -0.4% | +9.3% | -9.7% | -2.8% |
| 3M | -0.9% | +23.3% | -24.2% | -6.7% |
| 6M | +22.1% | +39.5% | -17.3% | +9.9% |
| YTD | -8.4% | +87.6% | -96.0% | -24.2% |
| 1Y | -0.9% | +114.2% | -115.2% | -21.7% |
| 3Y | +56.1% | +13.6% | +42.6% | +40.2% |
| 5Y | +136.0% | +175.6% | -39.6% | +64.3% |
| 10Y | +949.3% | -2.6% | +952.0% | +556.3% |
| All | +949.3% | -1.1% | +950.4% | +556.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 10y: compounded portfolio wealth divided by compounded APA 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…
10y analysis · Full analysis span regression · 6 months rolling