+1,648.7%
APO vs CRL
+789.9%
+858.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.6% | +1.3% |
| 7D | +8.1% | -1.7% | +9.8% | +8.3% |
| 30D | +3.4% | +14.6% | -11.1% | -3.1% |
| 3M | -6.6% | +24.8% | -31.5% | -15.9% |
| 6M | -7.1% | +94.7% | -101.8% | -31.7% |
| YTD | -14.1% | +73.4% | -87.5% | -34.6% |
| 1Y | -4.7% | +104.7% | -109.3% | -32.5% |
| 3Y | +51.3% | +101.1% | -49.8% | -2.0% |
| 5Y | +82.7% | -10.8% | +93.5% | +68.6% |
| 10Y | +845.7% | +358.8% | +486.9% | +282.8% |
| All | +1,648.7% | +789.9% | +858.8% | +403.5% |
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 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