+1,804.4%
APO vs DD
+191.9%
+1,612.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.8% |
| 7D | -1.0% | -3.5% | +2.5% | +0.9% |
| 30D | +3.5% | -10.3% | +13.8% | +9.7% |
| 3M | +4.5% | -7.5% | +12.1% | +8.8% |
| 6M | +22.8% | -8.0% | +30.8% | +26.8% |
| YTD | -6.5% | +10.5% | -17.0% | -13.1% |
| 1Y | +0.8% | +38.3% | -37.4% | -17.5% |
| 3Y | +62.0% | +42.5% | +19.5% | +26.9% |
| 5Y | +138.2% | +60.2% | +78.1% | +74.2% |
| 10Y | +940.3% | +68.9% | +871.4% | +554.0% |
| All | +1,804.4% | +191.9% | +1,612.5% | +786.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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