+853.3%
APO vs CRS
+790.4%
+62.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.7% | +4.4% | +2.6% |
| 7D | +5.8% | +4.8% | +1.0% | +4.0% |
| 30D | +8.9% | -23.2% | +32.1% | +17.3% |
| 3M | -13.6% | -45.5% | +31.9% | +4.5% |
| 6M | -5.4% | -33.1% | +27.7% | +5.6% |
| YTD | -13.6% | -7.2% | -6.4% | -16.1% |
| 1Y | -2.5% | -10.0% | +7.5% | -4.5% |
| 3Y | +50.9% | +332.3% | -281.5% | -21.6% |
| 5Y | +81.4% | +801.9% | -720.5% | -32.0% |
| All | +853.3% | +790.4% | +62.9% | +200.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 10y: compounded portfolio wealth divided by compounded CRS 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…
10y analysis · Full analysis span regression · 6 months rolling