+853.3%
APO vs DLR
+188.2%
+665.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.6% | +2.6% |
| 7D | +5.8% | +3.3% | +2.4% | +4.2% |
| 30D | +8.9% | +4.6% | +4.3% | +6.5% |
| 3M | -13.6% | -8.3% | -5.4% | -10.5% |
| 6M | -5.4% | -5.6% | +0.2% | -4.0% |
| YTD | -13.6% | +18.7% | -32.4% | -21.6% |
| 1Y | -2.5% | +17.1% | -19.6% | -11.1% |
| 3Y | +50.9% | +54.4% | -3.5% | +18.3% |
| 5Y | +81.4% | +36.5% | +44.9% | +47.5% |
| All | +853.3% | +188.2% | +665.1% | +513.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 10y: compounded portfolio wealth divided by compounded DLR 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…
10y analysis · Full analysis span regression · 6 months rolling