+129.2%
APO vs AUR
-35.1%
+164.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.7% | +0.6% |
| 7D | -3.5% | +1.4% | -4.9% | -3.7% |
| 30D | -6.6% | -6.4% | -0.1% | -5.9% |
| 3M | -3.3% | +7.7% | -11.0% | -4.8% |
| 6M | +22.6% | +44.5% | -21.9% | +14.6% |
| YTD | -9.8% | +67.4% | -77.2% | -17.6% |
| 1Y | -3.9% | +15.4% | -19.3% | -8.1% |
| 3Y | +52.5% | +94.8% | -42.4% | +24.5% |
| All | +129.2% | -35.1% | +164.2% | +82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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