+78.7%
APO vs BG
+21.9%
+56.8%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | +0.1% | +1.4% |
| 7D | +5.8% | +2.6% | +3.2% | +5.2% |
| 30D | +8.9% | -6.7% | +15.6% | +10.5% |
| 3M | -13.6% | -9.3% | -4.4% | -12.2% |
| 6M | -5.4% | -18.3% | +13.0% | -1.7% |
| YTD | -13.6% | +16.2% | -29.8% | -19.7% |
| 1Y | -2.5% | +7.6% | -10.1% | -7.3% |
| 3Y | +50.9% | +6.6% | +44.3% | +41.3% |
| All | +78.7% | +21.9% | +56.8% | +47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling