+1,641.0%
APO vs COR
+1,153.8%
+487.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.7% | +1.0% | +3.4% |
| 7D | +2.3% | +2.3% | -0.1% | +1.6% |
| 30D | +3.0% | +6.8% | -3.8% | +0.8% |
| 3M | -3.7% | +8.1% | -11.8% | -6.2% |
| 6M | -7.5% | +33.0% | -40.5% | -16.3% |
| YTD | -14.5% | +3.0% | -17.5% | -17.2% |
| 1Y | -6.2% | -3.4% | -2.7% | -7.0% |
| 3Y | +51.9% | +80.1% | -28.2% | +15.0% |
| 5Y | +76.5% | +194.7% | -118.3% | +8.0% |
| 10Y | +895.2% | +512.3% | +383.0% | +340.3% |
| All | +1,641.0% | +1,153.8% | +487.2% | +397.0% |
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 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