+839.9%
APO vs DLR
+188.5%
+651.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.1% |
| 7D | +0.2% | -2.0% | +2.2% | +1.1% |
| 30D | +3.1% | +0.5% | +2.6% | +2.8% |
| 3M | -12.0% | -4.4% | -7.6% | -10.5% |
| 6M | -5.0% | -6.4% | +1.5% | -3.1% |
| YTD | -14.0% | +19.5% | -33.5% | -22.1% |
| 1Y | -5.9% | +10.5% | -16.5% | -11.8% |
| 3Y | +51.6% | +54.0% | -2.4% | +19.1% |
| 5Y | +80.8% | +39.7% | +41.1% | +45.5% |
| 10Y | +839.9% | +189.5% | +650.4% | +509.5% |
| All | +839.9% | +188.5% | +651.4% | +509.5% |
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