+137.0%
APO vs CRL
-37.4%
+174.4%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.3% | -0.6% |
| 7D | +0.1% | -0.6% | +0.7% | +0.2% |
| 30D | +3.9% | +5.0% | -1.1% | +2.3% |
| 3M | +3.8% | +50.6% | -46.8% | -9.3% |
| 6M | +22.3% | +60.9% | -38.6% | +3.5% |
| YTD | -7.8% | +40.7% | -48.5% | -18.7% |
| 1Y | -0.3% | +73.3% | -73.6% | -18.8% |
| 3Y | +57.1% | +40.6% | +16.6% | +29.3% |
| 5Y | +137.0% | -37.0% | +173.9% | +146.5% |
| All | +137.0% | -37.4% | +174.4% | +146.5% |
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