+1,563.3%
APO vs CP
+734.9%
+828.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.5% |
| 7D | +0.8% | +2.8% | -2.0% | -0.7% |
| 30D | +1.0% | +10.2% | -9.2% | -4.5% |
| 3M | -8.4% | +2.4% | -10.7% | -9.7% |
| 6M | -9.1% | +7.7% | -16.8% | -13.2% |
| YTD | -18.3% | +26.0% | -44.3% | -29.5% |
| 1Y | -8.0% | +34.6% | -42.6% | -23.7% |
| 3Y | +47.1% | +26.7% | +20.4% | +24.6% |
| 5Y | +67.2% | +24.9% | +42.3% | +41.5% |
| 10Y | +871.8% | +258.6% | +613.2% | +368.9% |
| All | +1,563.3% | +734.9% | +828.4% | +361.3% |
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