+48.3%
APO vs CLX
-7.5%
+55.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.5% |
| 7D | +3.5% | +8.5% | -5.0% | +2.3% |
| 30D | +4.4% | +30.0% | -25.6% | +0.9% |
| 3M | -12.1% | +3.8% | -15.9% | -13.1% |
| 6M | -7.2% | +24.6% | -31.9% | -9.8% |
| YTD | -15.1% | +12.8% | -27.9% | -17.5% |
| 1Y | -7.7% | +8.6% | -16.2% | -9.8% |
| All | +48.3% | -7.5% | +55.7% | +57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 3y: compounded portfolio wealth divided by compounded CLX 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…
3y analysis · Full analysis span regression · 6 months rolling