+895.2%
APO vs CP
+261.0%
+634.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.0% | +2.7% | +3.3% |
| 7D | +2.3% | +2.8% | -0.5% | +0.6% |
| 30D | +3.0% | +11.3% | -8.3% | -4.1% |
| 3M | -3.7% | +2.9% | -6.6% | -5.5% |
| 6M | -7.5% | +9.8% | -17.2% | -13.5% |
| YTD | -14.5% | +28.5% | -43.1% | -29.1% |
| 1Y | -6.2% | +33.5% | -39.7% | -24.3% |
| 3Y | +51.9% | +31.9% | +20.0% | +20.7% |
| 5Y | +76.5% | +25.5% | +51.0% | +42.7% |
| 10Y | +895.2% | +257.6% | +637.7% | +297.6% |
| All | +895.2% | +261.0% | +634.2% | +297.6% |
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