-8.0%
APO vs CF
+46.5%
-54.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.3% |
| 7D | +0.8% | -3.2% | +4.0% | +0.5% |
| 30D | +1.0% | +4.3% | -3.3% | +2.0% |
| 3M | -8.4% | +2.8% | -11.2% | -7.4% |
| 6M | -9.1% | +0.6% | -9.7% | -8.2% |
| YTD | -18.3% | +56.6% | -75.0% | -23.5% |
| 1Y | -8.0% | +49.6% | -57.6% | -12.2% |
| All | -8.0% | +46.5% | -54.5% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 1y: compounded portfolio wealth divided by compounded CF 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…
1y analysis · Full analysis span regression · 6 months rolling