+76.5%
APO vs COR
+192.5%
-116.0%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.7% | +1.0% | +4.1% |
| 7D | +2.3% | +2.3% | -0.1% | +2.0% |
| 30D | +3.0% | +6.8% | -3.8% | +2.2% |
| 3M | -3.7% | +8.1% | -11.8% | -4.6% |
| 6M | -7.5% | +33.0% | -40.5% | -10.7% |
| YTD | -14.5% | +3.0% | -17.5% | -15.6% |
| 1Y | -6.2% | -3.4% | -2.7% | -6.1% |
| 3Y | +51.9% | +80.1% | -28.2% | +20.5% |
| 5Y | +76.5% | +194.7% | -118.3% | +6.3% |
| All | +76.5% | +192.5% | -116.0% | +6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling