+1,777.9%
APO vs COPX
+129.6%
+1,648.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.1% | -5.5% | -3.2% |
| 7D | +0.1% | +5.8% | -5.7% | -2.4% |
| 30D | +3.9% | +7.2% | -3.3% | +0.4% |
| 3M | +3.8% | +16.5% | -12.7% | -4.1% |
| 6M | +22.3% | +18.4% | +3.8% | +9.8% |
| YTD | -7.8% | +31.9% | -39.7% | -22.9% |
| 1Y | -0.3% | +88.5% | -88.8% | -30.4% |
| 3Y | +57.1% | +173.1% | -116.0% | -11.6% |
| 5Y | +137.0% | +193.1% | -56.1% | +25.7% |
| 10Y | +946.8% | +591.7% | +355.2% | +241.7% |
| All | +1,777.9% | +129.6% | +1,648.4% | +801.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling