+949.3%
APO vs BP
+132.0%
+817.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -1.4% |
| 7D | -1.0% | +4.0% | -5.0% | -2.8% |
| 30D | -0.4% | +7.8% | -8.2% | -4.0% |
| 3M | -0.9% | +8.4% | -9.2% | -5.4% |
| 6M | +22.1% | +15.1% | +7.1% | +11.9% |
| YTD | -8.4% | +36.4% | -44.8% | -23.4% |
| 1Y | -0.9% | +40.9% | -41.8% | -18.9% |
| 3Y | +56.1% | +38.8% | +17.3% | +26.4% |
| 5Y | +136.0% | +141.1% | -5.1% | +39.7% |
| 10Y | +949.3% | +133.9% | +815.4% | +536.4% |
| All | +949.3% | +132.0% | +817.3% | +536.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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