+76.5%
APO vs CRL
-6.0%
+82.5%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.7% | 0.0% | +3.4% |
| 7D | +2.3% | +4.4% | -2.1% | +0.7% |
| 30D | +3.0% | +17.1% | -14.1% | -2.4% |
| 3M | -3.7% | +32.1% | -35.8% | -12.3% |
| 6M | -7.5% | +98.9% | -106.4% | -26.9% |
| YTD | -14.5% | +77.1% | -91.7% | -30.4% |
| 1Y | -6.2% | +110.3% | -116.4% | -28.0% |
| 3Y | +51.9% | +108.5% | -56.6% | +7.3% |
| 5Y | +76.5% | -7.9% | +84.3% | +70.0% |
| All | +76.5% | -6.0% | +82.5% | +70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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