-5.1%
APO vs CF
+47.0%
-52.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.1% | +4.8% | +4.7% |
| 7D | +2.3% | -0.9% | +3.2% | +2.4% |
| 30D | +3.0% | +6.9% | -3.9% | +4.4% |
| 3M | -3.7% | +4.8% | -8.6% | -2.4% |
| 6M | -7.5% | +4.7% | -12.1% | -6.1% |
| YTD | -14.5% | +56.5% | -71.0% | -19.9% |
| All | -5.1% | +47.0% | -52.2% | -8.8% |
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