+186.6%
APO vs COMP
-52.8%
+239.4%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +7.7% | +0.4% | +6.8% |
| 7D | +8.2% | +9.5% | -1.3% | +6.7% |
| 30D | +6.4% | +8.1% | -1.6% | +4.9% |
| 3M | -7.4% | -16.3% | +8.9% | -5.1% |
| 6M | -4.2% | +42.2% | -46.4% | -11.1% |
| YTD | -14.1% | -5.0% | -9.1% | -15.7% |
| 1Y | -4.4% | +20.1% | -24.5% | -9.9% |
| 3Y | +51.2% | +358.4% | -307.2% | +6.7% |
| 5Y | +75.0% | -21.9% | +96.9% | +51.3% |
| All | +186.6% | -52.8% | +239.4% | +171.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling