+1,651.7%
APO vs COR
+1,168.8%
+482.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | +0.1% |
| 7D | +0.2% | -1.2% | +1.3% | +0.6% |
| 30D | +3.1% | +7.6% | -4.5% | +0.7% |
| 3M | -12.0% | +5.0% | -17.0% | -13.5% |
| 6M | -5.0% | +35.3% | -40.3% | -14.5% |
| YTD | -14.0% | +4.2% | -18.2% | -17.0% |
| 1Y | -5.9% | -3.4% | -2.5% | -6.8% |
| 3Y | +51.6% | +81.1% | -29.6% | +14.6% |
| 5Y | +80.8% | +195.8% | -115.0% | +10.6% |
| 10Y | +839.9% | +493.6% | +346.4% | +320.9% |
| All | +1,651.7% | +1,168.8% | +482.9% | +398.0% |
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