+1,804.4%
APO vs CRS
+1,317.1%
+487.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.2% |
| 7D | -1.0% | -0.2% | -0.8% | -1.0% |
| 30D | +3.5% | -16.6% | +20.1% | +9.6% |
| 3M | +4.5% | -3.5% | +8.0% | +4.9% |
| 6M | +22.8% | +15.4% | +7.3% | +14.8% |
| YTD | -6.5% | +51.2% | -57.7% | -21.3% |
| 1Y | +0.8% | +98.3% | -97.5% | -24.3% |
| 3Y | +62.0% | +651.5% | -589.6% | -26.4% |
| 5Y | +138.2% | +1,411.1% | -1,272.9% | -19.0% |
| 10Y | +940.3% | +1,424.3% | -484.1% | +199.2% |
| All | +1,804.4% | +1,317.1% | +487.4% | +453.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling