+1,804.4%
APO vs CI
+630.2%
+1,174.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.1% |
| 7D | -1.0% | +1.3% | -2.3% | -1.5% |
| 30D | +3.5% | +4.4% | -1.0% | +1.7% |
| 3M | +4.5% | +0.7% | +3.9% | +3.7% |
| 6M | +22.8% | +0.3% | +22.4% | +21.3% |
| YTD | -6.5% | +3.8% | -10.3% | -9.1% |
| 1Y | +0.8% | -5.5% | +6.3% | +0.3% |
| 3Y | +62.0% | +8.1% | +53.8% | +45.6% |
| 5Y | +138.2% | +42.8% | +95.4% | +86.1% |
| 10Y | +940.3% | +143.9% | +796.4% | +529.2% |
| All | +1,804.4% | +630.2% | +1,174.2% | +584.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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