+1,628.9%
APO vs DD
+243.2%
+1,385.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.0% |
| 7D | +3.5% | +6.7% | -3.3% | -0.1% |
| 30D | +4.4% | +19.4% | -15.1% | -5.7% |
| 3M | -12.1% | +7.6% | -19.7% | -16.2% |
| 6M | -7.2% | +2.9% | -10.1% | -9.7% |
| YTD | -15.1% | +29.9% | -45.0% | -28.3% |
| 1Y | -7.7% | +28.6% | -36.3% | -21.6% |
| 3Y | +49.6% | +90.0% | -40.4% | +0.2% |
| 5Y | +78.3% | +68.1% | +10.1% | +26.3% |
| 10Y | +827.7% | +98.7% | +729.0% | +430.3% |
| All | +1,628.9% | +243.2% | +1,385.7% | +632.2% |
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