+1,804.4%
APO vs BAH
+953.9%
+850.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.1% |
| 7D | -1.0% | -3.2% | +2.2% | 0.0% |
| 30D | +3.5% | +2.0% | +1.5% | +2.8% |
| 3M | +4.5% | -7.6% | +12.2% | +6.7% |
| 6M | +22.8% | -5.7% | +28.5% | +23.7% |
| YTD | -6.5% | -11.7% | +5.2% | -4.3% |
| 1Y | +0.8% | -27.4% | +28.2% | +9.3% |
| 3Y | +62.0% | -32.5% | +94.5% | +70.6% |
| 5Y | +138.2% | -3.3% | +141.6% | +113.8% |
| 10Y | +940.3% | +186.0% | +754.3% | +567.0% |
| All | +1,804.4% | +953.9% | +850.5% | +707.1% |
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