+78.7%
APO vs CFG
+61.7%
+17.0%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.4% |
| 7D | +5.8% | +3.2% | +2.6% | +3.8% |
| 30D | +8.9% | +5.1% | +3.8% | +5.8% |
| 3M | -13.6% | -11.2% | -2.4% | -7.2% |
| 6M | -5.4% | +9.6% | -14.9% | -10.8% |
| YTD | -13.6% | +15.0% | -28.6% | -21.1% |
| 1Y | -2.5% | +29.9% | -32.3% | -17.3% |
| 3Y | +50.9% | +192.1% | -141.2% | -18.7% |
| All | +78.7% | +61.7% | +17.0% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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