+137.9%
APO vs APD
+27.6%
+110.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.2% |
| 7D | -1.0% | -2.2% | +1.2% | -0.1% |
| 30D | +3.5% | +2.1% | +1.4% | +2.6% |
| 3M | +4.5% | +7.2% | -2.6% | +1.3% |
| 6M | +22.8% | +11.2% | +11.5% | +16.2% |
| YTD | -6.5% | +24.4% | -30.9% | -16.2% |
| 1Y | +0.8% | +6.7% | -5.8% | -3.3% |
| 3Y | +62.0% | +9.2% | +52.7% | +51.8% |
| All | +137.9% | +27.6% | +110.3% | +70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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