+67.0%
APO vs AR
+71.8%
-4.9%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | +0.8% | -14.3% | +15.0% | +4.3% |
| 30D | +1.0% | +1.4% | -0.4% | +0.3% |
| 3M | -8.4% | +3.4% | -11.8% | -9.8% |
| 6M | -9.1% | -2.1% | -7.0% | -9.7% |
| YTD | -18.3% | +4.7% | -23.0% | -21.3% |
| 1Y | -8.0% | +10.6% | -18.6% | -13.0% |
| 3Y | +47.1% | +24.6% | +22.5% | +32.7% |
| All | +67.0% | +71.8% | -4.9% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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