+1,804.4%
APO vs COO
+303.8%
+1,500.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | 0.0% |
| 7D | -1.0% | -2.2% | +1.2% | 0.0% |
| 30D | +3.5% | -7.0% | +10.5% | +6.8% |
| 3M | +4.5% | +12.2% | -7.7% | -1.4% |
| 6M | +22.8% | -15.1% | +37.9% | +30.9% |
| YTD | -6.5% | -15.1% | +8.6% | -0.3% |
| 1Y | +0.8% | +2.3% | -1.5% | -1.7% |
| 3Y | +62.0% | -23.7% | +85.6% | +73.5% |
| 5Y | +138.2% | -38.9% | +177.2% | +179.4% |
| 10Y | +940.3% | +49.9% | +890.3% | +753.1% |
| All | +1,804.4% | +303.8% | +1,500.6% | +1,039.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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