+51.2%
APO vs DE
+75.2%
-24.0%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.5% | -2.4% |
| 7D | -4.9% | -2.4% | -2.5% | -4.1% |
| 30D | -8.4% | +9.7% | -18.1% | -11.5% |
| 3M | -2.1% | +21.4% | -23.4% | -8.9% |
| 6M | +19.2% | +15.0% | +4.2% | +12.5% |
| YTD | -10.5% | +46.4% | -56.9% | -26.3% |
| 1Y | -2.7% | +45.6% | -48.3% | -19.9% |
| All | +51.2% | +75.2% | -24.0% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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