+57.1%
APO vs BROS
+64.7%
-7.6%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.1% |
| 7D | +0.1% | -0.9% | +1.0% | +0.2% |
| 30D | +3.9% | -13.5% | +17.3% | +6.8% |
| 3M | +3.8% | -18.4% | +22.2% | +6.6% |
| 6M | +22.3% | -10.6% | +32.9% | +22.2% |
| YTD | -7.8% | -25.1% | +17.3% | -4.3% |
| 1Y | -0.3% | -28.6% | +28.3% | +4.0% |
| 3Y | +57.1% | +65.6% | -8.4% | +46.6% |
| All | +57.1% | +64.7% | -7.6% | +46.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling