+1,563.3%
APO vs BAH
+1,135.6%
+427.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.4% | +4.0% | +1.0% |
| 7D | +0.8% | -3.5% | +4.3% | +1.9% |
| 30D | +1.0% | +24.3% | -23.2% | -6.0% |
| 3M | -8.4% | +16.3% | -24.7% | -13.1% |
| 6M | -9.1% | +13.6% | -22.7% | -13.8% |
| YTD | -18.3% | +3.5% | -21.8% | -20.9% |
| 1Y | -8.0% | +2.7% | -10.7% | -10.9% |
| 3Y | +47.1% | -26.6% | +73.6% | +51.1% |
| 5Y | +67.2% | +8.5% | +58.6% | +44.8% |
| 10Y | +871.8% | +225.1% | +646.8% | +495.4% |
| All | +1,563.3% | +1,135.6% | +427.7% | +567.0% |
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