+1,641.0%
APO vs CRL
+809.3%
+831.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.7% | 0.0% | +2.9% |
| 7D | +2.3% | +4.4% | -2.1% | 0.0% |
| 30D | +3.0% | +17.1% | -14.1% | -4.3% |
| 3M | -3.7% | +32.1% | -35.8% | -15.2% |
| 6M | -7.5% | +98.9% | -106.4% | -32.5% |
| YTD | -14.5% | +77.1% | -91.7% | -35.4% |
| 1Y | -6.2% | +110.3% | -116.4% | -34.2% |
| 3Y | +51.9% | +108.5% | -56.6% | -3.1% |
| 5Y | +76.5% | -7.9% | +84.3% | +60.6% |
| 10Y | +895.2% | +368.9% | +526.3% | +299.5% |
| All | +1,641.0% | +809.3% | +831.7% | +397.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling