+137.0%
APO vs BP
+131.3%
+5.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.8% | -2.2% |
| 7D | +0.1% | +0.9% | -0.8% | -0.3% |
| 30D | +3.9% | +9.1% | -5.3% | +0.5% |
| 3M | +3.8% | +3.9% | -0.2% | +1.6% |
| 6M | +22.3% | +13.6% | +8.7% | +14.3% |
| YTD | -7.8% | +34.0% | -41.8% | -20.3% |
| 1Y | -0.3% | +39.2% | -39.5% | -15.8% |
| 3Y | +57.1% | +36.4% | +20.7% | +31.8% |
| 5Y | +137.0% | +135.8% | +1.2% | +44.0% |
| All | +137.0% | +131.3% | +5.7% | +44.0% |
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