+1,804.4%
APO vs BP
+132.1%
+1,672.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.9% |
| 7D | -1.0% | +3.9% | -5.0% | -2.9% |
| 30D | +3.5% | +7.6% | -4.2% | -0.3% |
| 3M | +4.5% | +0.7% | +3.8% | +3.1% |
| 6M | +22.8% | +15.5% | +7.3% | +12.1% |
| YTD | -6.5% | +30.8% | -37.3% | -20.3% |
| 1Y | +0.8% | +34.3% | -33.5% | -15.6% |
| 3Y | +62.0% | +35.1% | +26.9% | +32.7% |
| 5Y | +138.2% | +126.8% | +11.4% | +46.2% |
| 10Y | +940.3% | +123.4% | +816.9% | +503.7% |
| All | +1,804.4% | +132.1% | +1,672.3% | +929.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling