+78.7%
APO vs CAPR
+172.3%
-93.5%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.9% | +8.7% | +1.8% |
| 7D | +5.8% | +5.9% | -0.1% | +5.6% |
| 30D | +8.9% | +44.6% | -35.7% | +8.2% |
| 3M | -13.6% | +126.4% | -140.0% | -15.0% |
| 6M | -5.4% | -68.6% | +63.2% | -4.8% |
| YTD | -13.6% | -67.0% | +53.3% | -13.3% |
| 1Y | -2.5% | +65.2% | -67.6% | -8.8% |
| 3Y | +50.9% | +235.6% | -184.7% | +23.7% |
| All | +78.7% | +172.3% | -93.5% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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