+67.0%
APO vs BP
+103.6%
-36.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.3% |
| 7D | +0.8% | -11.6% | +12.4% | +4.7% |
| 30D | +1.0% | 0.0% | +1.0% | +0.4% |
| 3M | -8.4% | +6.7% | -15.1% | -11.4% |
| 6M | -9.1% | +2.2% | -11.3% | -11.3% |
| YTD | -18.3% | +33.0% | -51.3% | -29.8% |
| 1Y | -8.0% | +30.7% | -38.7% | -20.5% |
| 3Y | +47.1% | +44.2% | +2.9% | +19.3% |
| All | +67.0% | +103.6% | -36.7% | +13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling