+137.9%
APO vs COMP
-31.2%
+169.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.2% | -0.7% |
| 7D | -1.0% | +1.4% | -2.4% | -1.3% |
| 30D | +3.5% | -13.3% | +16.8% | +5.9% |
| 3M | +4.5% | +41.1% | -36.6% | -1.9% |
| 6M | +22.8% | +17.2% | +5.6% | +17.3% |
| YTD | -6.5% | +5.2% | -11.7% | -9.5% |
| 1Y | +0.8% | +18.9% | -18.1% | -5.0% |
| 3Y | +62.0% | +215.9% | -153.9% | +21.4% |
| All | +137.9% | -31.2% | +169.1% | +129.8% |
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