+1,651.7%
APO vs BAH
+1,157.9%
+493.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | +0.2% | -1.6% | +1.8% | +0.6% |
| 30D | +3.1% | +18.0% | -14.9% | -2.4% |
| 3M | -12.0% | +11.4% | -23.4% | -15.4% |
| 6M | -5.0% | +17.7% | -22.6% | -10.9% |
| YTD | -14.0% | +5.4% | -19.4% | -17.2% |
| 1Y | -5.9% | +2.8% | -8.7% | -8.9% |
| 3Y | +51.6% | -26.7% | +78.2% | +56.1% |
| 5Y | +80.8% | +8.1% | +72.7% | +57.1% |
| 10Y | +839.9% | +202.5% | +637.4% | +487.2% |
| All | +1,651.7% | +1,157.9% | +493.7% | +598.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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