-2.5%
APO vs COR
-0.1%
-2.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.0% | -1.2% | +1.8% |
| 7D | +5.8% | +7.8% | -2.1% | +5.8% |
| 30D | +8.9% | +7.0% | +1.9% | +9.0% |
| 3M | -13.6% | +16.3% | -29.9% | -12.8% |
| 6M | -5.4% | +41.3% | -46.7% | -1.4% |
| YTD | -13.6% | +7.1% | -20.8% | -16.5% |
| 1Y | -2.5% | -0.8% | -1.7% | -6.0% |
| All | -2.5% | -0.1% | -2.4% | -6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling