+78.7%
APO vs CP
+25.5%
+53.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +2.0% |
| 7D | +5.8% | +2.1% | +3.6% | +4.4% |
| 30D | +8.9% | +9.3% | -0.4% | +3.3% |
| 3M | -13.6% | +0.5% | -14.1% | -13.9% |
| 6M | -5.4% | +10.4% | -15.8% | -11.2% |
| YTD | -13.6% | +28.7% | -42.3% | -27.0% |
| 1Y | -2.5% | +33.2% | -35.7% | -19.5% |
| 3Y | +50.9% | +38.4% | +12.4% | +18.3% |
| All | +78.7% | +25.5% | +53.2% | +41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling