+1,737.6%
APO vs CGNX
+967.9%
+769.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.3% | -0.6% |
| 7D | -3.5% | +3.2% | -6.7% | -4.5% |
| 30D | -6.6% | +6.0% | -12.6% | -8.7% |
| 3M | -3.3% | +3.5% | -6.8% | -5.5% |
| 6M | +22.6% | +26.3% | -3.7% | +10.7% |
| YTD | -9.8% | +79.2% | -89.0% | -30.4% |
| 1Y | -3.9% | +43.8% | -47.7% | -20.4% |
| 3Y | +52.5% | +52.0% | +0.5% | +18.2% |
| 5Y | +134.0% | -24.0% | +158.1% | +126.5% |
| 10Y | +933.3% | +189.1% | +744.2% | +517.8% |
| All | +1,737.6% | +967.9% | +769.7% | +589.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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