+76.5%
APO vs COMP
-13.7%
+90.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.7% | -1.0% | +3.7% |
| 7D | +2.3% | +14.5% | -12.2% | -0.1% |
| 30D | +3.0% | +14.9% | -11.9% | +0.4% |
| 3M | -3.7% | -14.2% | +10.5% | -1.7% |
| 6M | -7.5% | +23.7% | -31.2% | -11.8% |
| YTD | -14.5% | +2.1% | -16.6% | -17.2% |
| 1Y | -6.2% | +26.2% | -32.4% | -12.4% |
| 3Y | +51.9% | +470.9% | -419.0% | +2.5% |
| 5Y | +76.5% | -14.0% | +90.5% | +48.5% |
| All | +76.5% | -13.7% | +90.1% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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