+1,570.8%
APO vs CSGP
+418.0%
+1,152.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.6% | -2.8% | -3.8% |
| 7D | -1.1% | +13.9% | -15.0% | -6.3% |
| 30D | +1.1% | +16.0% | -14.9% | -6.2% |
| 3M | -9.2% | +6.1% | -15.3% | -13.0% |
| 6M | -9.2% | -8.2% | -1.1% | -9.0% |
| YTD | -18.0% | -52.3% | +34.4% | +8.1% |
| 1Y | -10.9% | -54.5% | +43.6% | +19.8% |
| 3Y | +44.4% | -58.6% | +103.0% | +96.4% |
| 5Y | +67.9% | -61.5% | +129.4% | +129.6% |
| 10Y | +876.2% | +74.7% | +801.5% | +616.1% |
| All | +1,570.8% | +418.0% | +1,152.7% | +637.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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