+1,563.3%
APO vs APD
+434.4%
+1,129.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.4% |
| 7D | +0.8% | -3.7% | +4.4% | +3.0% |
| 30D | +1.0% | +9.6% | -8.6% | -3.9% |
| 3M | -8.4% | +1.6% | -10.0% | -9.2% |
| 6M | -9.1% | +2.2% | -11.3% | -10.8% |
| YTD | -18.3% | +25.9% | -44.2% | -29.6% |
| 1Y | -8.0% | +20.1% | -28.1% | -18.9% |
| 3Y | +47.1% | +12.4% | +34.7% | +28.9% |
| 5Y | +67.2% | +11.1% | +56.0% | +45.2% |
| 10Y | +871.8% | +190.1% | +681.7% | +358.7% |
| All | +1,563.3% | +434.4% | +1,129.0% | +423.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling