+51.2%
APO vs BG
+20.1%
+31.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.4% |
| 7D | -4.9% | +3.7% | -8.6% | -5.3% |
| 30D | -8.4% | +12.3% | -20.8% | -9.7% |
| 3M | -2.1% | -2.2% | +0.2% | -2.0% |
| 6M | +19.2% | +5.3% | +13.9% | +17.8% |
| YTD | -10.5% | +42.4% | -52.9% | -16.8% |
| 1Y | -2.7% | +55.2% | -57.9% | -11.6% |
| All | +51.2% | +20.1% | +31.1% | +43.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling