+154.8%
APO vs AUR
-35.0%
+189.8%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.5% | -0.6% |
| 7D | -1.0% | +11.1% | -12.1% | -2.5% |
| 30D | -0.4% | -6.9% | +6.5% | +0.4% |
| 3M | -0.9% | +5.5% | -6.4% | -2.2% |
| 6M | +22.1% | +41.0% | -18.9% | +14.6% |
| YTD | -8.4% | +69.3% | -77.7% | -16.5% |
| 1Y | -0.9% | +14.0% | -15.0% | -5.1% |
| 3Y | +56.1% | +90.1% | -33.9% | +28.1% |
| 5Y | +136.0% | -34.4% | +170.4% | +91.2% |
| All | +154.8% | -35.0% | +189.8% | +106.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling