+136.0%
APO vs BAX
-67.6%
+203.6%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.1% |
| 7D | -1.0% | -5.1% | +4.1% | +0.4% |
| 30D | -0.4% | -12.2% | +11.8% | +3.0% |
| 3M | -0.9% | +21.8% | -22.7% | -6.4% |
| 6M | +22.1% | +36.3% | -14.2% | +11.3% |
| YTD | -8.4% | +27.8% | -36.2% | -15.8% |
| 1Y | -0.9% | -0.1% | -0.9% | -2.8% |
| 3Y | +56.1% | -33.3% | +89.4% | +68.0% |
| 5Y | +136.0% | -67.1% | +203.1% | +233.4% |
| All | +136.0% | -67.6% | +203.6% | +233.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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