+1,804.4%
APO vs CAPR
-96.9%
+1,901.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.6% |
| 7D | -1.0% | -2.0% | +1.0% | -1.0% |
| 30D | +3.5% | +139.2% | -135.7% | +1.4% |
| 3M | +4.5% | -66.4% | +70.9% | +5.3% |
| 6M | +22.8% | -63.1% | +85.9% | +23.3% |
| YTD | -6.5% | -67.4% | +60.9% | -6.0% |
| 1Y | +0.8% | +58.2% | -57.4% | -6.4% |
| 3Y | +62.0% | +42.2% | +19.8% | +46.5% |
| 5Y | +138.2% | +87.3% | +51.0% | +111.6% |
| 10Y | +940.3% | -75.3% | +1,015.5% | +770.2% |
| All | +1,804.4% | -96.9% | +1,901.3% | +1,520.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling