+132.1%
APO vs DE
+97.0%
+35.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.5% | -2.4% |
| 7D | -4.9% | -2.4% | -2.5% | -4.0% |
| 30D | -8.4% | +9.7% | -18.1% | -12.2% |
| 3M | -2.1% | +21.4% | -23.4% | -10.2% |
| 6M | +19.2% | +15.0% | +4.2% | +11.1% |
| YTD | -10.5% | +46.4% | -56.9% | -27.1% |
| 1Y | -2.7% | +45.6% | -48.3% | -20.7% |
| 3Y | +52.5% | +76.8% | -24.3% | +11.9% |
| 5Y | +132.1% | +99.4% | +32.7% | +59.0% |
| All | +132.1% | +97.0% | +35.1% | +59.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling