+949.3%
APO vs COR
+399.7%
+549.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -1.0% | -3.9% | +2.9% | +0.2% |
| 30D | -0.4% | -0.3% | 0.0% | -0.4% |
| 3M | -0.9% | +15.9% | -16.8% | -5.6% |
| 6M | +22.1% | -10.3% | +32.4% | +25.0% |
| YTD | -8.4% | -3.7% | -4.7% | -9.1% |
| 1Y | -0.9% | +9.1% | -10.0% | -6.4% |
| 3Y | +56.1% | +86.6% | -30.4% | +17.0% |
| 5Y | +136.0% | +180.9% | -44.9% | +48.9% |
| 10Y | +949.3% | +407.4% | +541.9% | +442.4% |
| All | +949.3% | +399.7% | +549.6% | +442.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 10y: compounded portfolio wealth divided by compounded COR 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…
10y analysis · Full analysis span regression · 6 months rolling