+853.3%
APO vs CP
+257.3%
+596.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +2.1% |
| 7D | +5.8% | +2.1% | +3.6% | +4.3% |
| 30D | +8.9% | +9.3% | -0.4% | +2.6% |
| 3M | -13.6% | +0.5% | -14.1% | -14.0% |
| 6M | -5.4% | +10.4% | -15.8% | -12.0% |
| YTD | -13.6% | +28.7% | -42.3% | -28.4% |
| 1Y | -2.5% | +33.2% | -35.7% | -21.2% |
| 3Y | +50.9% | +38.4% | +12.4% | +15.9% |
| 5Y | +81.4% | +26.2% | +55.2% | +46.1% |
| All | +853.3% | +257.3% | +596.0% | +278.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling