+2.5%
APO vs CAI
-7.1%
+9.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.5% |
| 7D | -1.0% | -2.2% | +1.2% | -0.8% |
| 30D | +3.5% | +52.4% | -48.9% | -0.4% |
| 3M | +4.5% | +45.1% | -40.5% | +0.8% |
| 6M | +22.8% | +26.2% | -3.5% | +19.0% |
| YTD | -6.5% | -7.1% | +0.6% | -6.6% |
| 1Y | +0.8% | -31.0% | +31.9% | +4.1% |
| All | +2.5% | -7.1% | +9.6% | -0.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling