+946.8%
APO vs CP
+219.6%
+727.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.0% |
| 7D | +0.1% | +2.4% | -2.3% | -1.5% |
| 30D | +3.9% | -0.5% | +4.4% | +4.2% |
| 3M | +3.8% | +1.4% | +2.3% | +2.4% |
| 6M | +22.3% | +10.3% | +12.0% | +13.4% |
| YTD | -7.8% | +24.3% | -32.1% | -21.7% |
| 1Y | -0.3% | +20.4% | -20.8% | -13.7% |
| 3Y | +57.1% | +21.8% | +35.3% | +31.9% |
| 5Y | +137.0% | +31.5% | +105.4% | +85.1% |
| 10Y | +946.8% | +223.2% | +723.6% | +344.4% |
| All | +946.8% | +219.6% | +727.2% | +344.4% |
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