+1,804.4%
APO vs CP
+727.9%
+1,076.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.8% |
| 7D | -1.0% | -2.7% | +1.7% | +0.5% |
| 30D | +3.5% | +0.2% | +3.3% | +3.3% |
| 3M | +4.5% | +2.6% | +2.0% | +2.7% |
| 6M | +22.8% | +6.0% | +16.8% | +17.8% |
| YTD | -6.5% | +24.9% | -31.4% | -18.9% |
| 1Y | +0.8% | +20.1% | -19.3% | -10.6% |
| 3Y | +62.0% | +16.4% | +45.6% | +44.0% |
| 5Y | +138.2% | +31.7% | +106.5% | +95.6% |
| 10Y | +940.3% | +223.9% | +716.4% | +425.0% |
| All | +1,804.4% | +727.9% | +1,076.5% | +430.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling