+1,641.0%
APO vs DLR
+479.8%
+1,161.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.4% | +1.3% | +3.2% |
| 7D | +2.3% | +2.4% | -0.1% | +1.3% |
| 30D | +3.0% | +0.7% | +2.2% | +2.6% |
| 3M | -3.7% | -6.4% | +2.7% | -1.4% |
| 6M | -7.5% | -6.5% | -0.9% | -5.8% |
| YTD | -14.5% | +18.8% | -33.3% | -21.6% |
| 1Y | -6.2% | +9.0% | -15.2% | -10.8% |
| 3Y | +51.9% | +54.5% | -2.6% | +22.5% |
| 5Y | +76.5% | +35.8% | +40.6% | +47.0% |
| 10Y | +895.2% | +177.5% | +717.8% | +527.7% |
| All | +1,641.0% | +479.8% | +1,161.2% | +684.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling