+0.4%
APO vs CAI
-11.0%
+11.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.4% |
| 7D | -1.0% | -3.1% | +2.1% | -0.7% |
| 30D | -0.4% | +2.7% | -3.1% | -0.7% |
| 3M | -0.9% | +41.7% | -42.6% | -4.2% |
| 6M | +22.1% | +26.5% | -4.3% | +18.2% |
| YTD | -8.4% | -10.9% | +2.6% | -8.2% |
| 1Y | -0.9% | -29.2% | +28.3% | +1.6% |
| All | +0.4% | -11.0% | +11.4% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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