+54.8%
APO vs CTVA
+76.0%
-21.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.2% |
| 7D | -1.0% | -5.8% | +4.8% | +0.7% |
| 30D | -0.4% | +11.1% | -11.4% | -3.6% |
| 3M | -0.9% | +13.2% | -14.1% | -6.3% |
| 6M | +22.1% | +8.7% | +13.4% | +16.6% |
| YTD | -8.4% | +27.3% | -35.7% | -18.6% |
| 1Y | -0.9% | +18.0% | -18.9% | -9.5% |
| All | +54.8% | +76.0% | -21.2% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 3y: compounded portfolio wealth divided by compounded CTVA 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…
3y analysis · Full analysis span regression · 6 months rolling