+1,804.4%
APO vs COR
+1,100.1%
+704.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.2% | 0.0% |
| 7D | -1.0% | +2.8% | -3.8% | -1.9% |
| 30D | +3.5% | +4.5% | -1.1% | +1.8% |
| 3M | +4.5% | +22.7% | -18.1% | -2.8% |
| 6M | +22.8% | -9.7% | +32.5% | +25.5% |
| YTD | -6.5% | -1.4% | -5.1% | -8.1% |
| 1Y | +0.8% | +13.9% | -13.1% | -6.6% |
| 3Y | +62.0% | +94.0% | -32.0% | +18.2% |
| 5Y | +138.2% | +184.0% | -45.8% | +47.6% |
| 10Y | +940.3% | +406.8% | +533.5% | +393.0% |
| All | +1,804.4% | +1,100.1% | +704.3% | +451.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling