+22.8%
APO vs AR
+6.9%
+15.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.7% |
| 7D | -1.0% | +2.5% | -3.5% | -0.7% |
| 30D | +3.5% | +14.8% | -11.3% | +5.2% |
| 3M | +4.5% | +6.2% | -1.7% | +5.5% |
| 6M | +22.8% | +4.3% | +18.5% | +24.3% |
| All | +22.8% | +6.9% | +15.9% | +24.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling