+52.5%
APO vs DRI
+54.5%
-2.0%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.4% |
| 7D | -3.5% | -3.2% | -0.3% | -2.3% |
| 30D | -6.6% | -7.8% | +1.3% | -3.7% |
| 3M | -3.3% | +0.4% | -3.6% | -3.9% |
| 6M | +22.6% | +4.8% | +17.8% | +19.3% |
| YTD | -9.8% | +16.7% | -26.5% | -16.3% |
| 1Y | -3.9% | +1.5% | -5.4% | -5.8% |
| 3Y | +52.5% | +56.3% | -3.8% | +31.6% |
| All | +52.5% | +54.5% | -2.0% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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