+78.3%
APO vs BROS
-49.1%
+127.4%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.7% | +2.4% | -0.5% |
| 7D | +3.5% | -2.5% | +6.0% | +4.0% |
| 30D | +4.4% | -11.2% | +15.6% | +6.4% |
| 3M | -12.1% | -33.9% | +21.8% | -5.0% |
| 6M | -7.2% | -33.5% | +26.2% | -1.3% |
| YTD | -15.1% | -44.9% | +29.8% | -6.6% |
| 1Y | -7.7% | -41.5% | +33.8% | +0.1% |
| 3Y | +49.6% | +22.4% | +27.1% | +34.3% |
| 5Y | +78.3% | -45.7% | +124.0% | +72.9% |
| All | +78.3% | -49.1% | +127.4% | +72.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling