+673.8%
APO vs AR
-33.4%
+707.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | +0.8% | -14.3% | +15.0% | +3.4% |
| 30D | +1.0% | +1.4% | -0.4% | +0.5% |
| 3M | -8.4% | +3.4% | -11.8% | -9.3% |
| 6M | -9.1% | -2.1% | -7.0% | -9.5% |
| YTD | -18.3% | +4.7% | -23.0% | -20.3% |
| 1Y | -8.0% | +10.6% | -18.6% | -11.3% |
| 3Y | +47.1% | +24.6% | +22.5% | +37.2% |
| 5Y | +67.2% | +71.9% | -4.7% | +44.4% |
| 10Y | +871.8% | +46.4% | +825.5% | +601.0% |
| All | +673.8% | -33.4% | +707.2% | +522.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling