-2.7%
APO vs BROS
-33.2%
+30.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +2.2% |
| 6M | +19.2% | -16.8% | +36.0% | +18.4% |
| YTD | -10.5% | -29.0% | +18.5% | -7.2% |
| 1Y | -2.7% | -33.2% | +30.5% | -1.9% |
| All | -2.7% | -33.2% | +30.5% | -1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling