+67.0%
APO vs CF
+120.6%
-53.6%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.5% |
| 7D | +0.8% | -3.2% | +4.0% | +1.1% |
| 30D | +1.0% | +4.3% | -3.3% | +0.5% |
| 3M | -8.4% | +2.8% | -11.2% | -8.9% |
| 6M | -9.1% | +0.6% | -9.7% | -9.8% |
| YTD | -18.3% | +56.6% | -75.0% | -26.1% |
| 1Y | -8.0% | +49.6% | -57.6% | -16.1% |
| 3Y | +47.1% | +61.5% | -14.4% | +29.5% |
| All | +67.0% | +120.6% | -53.6% | +34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling