+916.7%
APO vs BG
+166.7%
+750.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.6% | +1.4% |
| 7D | -3.5% | +3.1% | -6.6% | -4.6% |
| 30D | -6.6% | +10.2% | -16.8% | -9.9% |
| 3M | -3.3% | -1.7% | -1.6% | -3.4% |
| 6M | +22.6% | +1.0% | +21.6% | +20.4% |
| YTD | -9.8% | +39.9% | -49.7% | -21.8% |
| 1Y | -3.9% | +53.2% | -57.1% | -20.1% |
| 3Y | +52.5% | +16.3% | +36.2% | +37.9% |
| 5Y | +134.0% | +83.9% | +50.2% | +70.5% |
| All | +916.7% | +166.7% | +750.0% | +463.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling