+136.0%
APO vs CRS
+1,446.1%
-1,310.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -1.0% | -0.5% | -0.4% | -0.8% |
| 30D | -0.4% | -18.1% | +17.7% | +5.7% |
| 3M | -0.9% | -12.4% | +11.6% | +2.5% |
| 6M | +22.1% | +15.9% | +6.2% | +14.5% |
| YTD | -8.4% | +45.8% | -54.2% | -21.3% |
| 1Y | -0.9% | +87.8% | -88.7% | -23.6% |
| 3Y | +56.1% | +648.7% | -592.6% | -27.7% |
| 5Y | +136.0% | +1,416.6% | -1,280.6% | -16.1% |
| All | +136.0% | +1,446.1% | -1,310.1% | -16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling