+132.1%
APO vs COPX
+167.3%
-35.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.0% | +4.6% | +0.2% |
| 7D | -4.9% | -2.9% | -2.0% | -4.0% |
| 30D | -8.4% | 0.0% | -8.5% | -8.8% |
| 3M | -2.1% | +14.8% | -16.8% | -7.7% |
| 6M | +19.2% | +7.0% | +12.2% | +13.4% |
| YTD | -10.5% | +23.8% | -34.4% | -22.0% |
| 1Y | -2.7% | +75.7% | -78.4% | -28.7% |
| 3Y | +52.5% | +156.4% | -103.9% | -11.7% |
| 5Y | +132.1% | +167.6% | -35.5% | +29.2% |
| All | +132.1% | +167.3% | -35.2% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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