+67.0%
APO vs CP
+24.4%
+42.6%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.6% |
| 7D | +0.8% | +2.8% | -2.0% | -0.7% |
| 30D | +1.0% | +10.2% | -9.2% | -4.6% |
| 3M | -8.4% | +2.4% | -10.7% | -9.7% |
| 6M | -9.1% | +7.7% | -16.8% | -13.4% |
| YTD | -18.3% | +26.0% | -44.3% | -30.1% |
| 1Y | -8.0% | +34.6% | -42.6% | -24.6% |
| 3Y | +47.1% | +26.7% | +20.4% | +22.2% |
| All | +67.0% | +24.4% | +42.6% | +34.7% |
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