+123.6%
APO vs BROS
+33.7%
+89.9%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.4% | +1.0% | -1.7% |
| 7D | -4.9% | -6.1% | +1.2% | -3.8% |
| 30D | -8.4% | -12.4% | +3.9% | -6.3% |
| 3M | -2.1% | -27.9% | +25.9% | +2.9% |
| 6M | +19.2% | -16.8% | +36.0% | +21.2% |
| YTD | -10.5% | -29.0% | +18.5% | -6.5% |
| 1Y | -2.7% | -33.2% | +30.5% | +2.4% |
| 3Y | +52.5% | +56.8% | -4.3% | +35.4% |
| All | +123.6% | +33.7% | +89.9% | +116.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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