+903.4%
APO vs CFG
+396.4%
+507.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -1.0% | +1.5% | -2.5% | -1.8% |
| 30D | +3.5% | -3.8% | +7.3% | +5.5% |
| 3M | +4.5% | +11.5% | -7.0% | -1.5% |
| 6M | +22.8% | +19.2% | +3.6% | +11.4% |
| YTD | -6.5% | +23.7% | -30.2% | -16.8% |
| 1Y | +0.8% | +38.8% | -38.0% | -15.4% |
| 3Y | +62.0% | +178.9% | -116.9% | -5.7% |
| 5Y | +138.2% | +101.8% | +36.5% | +60.4% |
| 10Y | +940.3% | +317.3% | +623.0% | +334.7% |
| All | +903.4% | +396.4% | +507.0% | +288.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling