+137.0%
APO vs DRI
+70.3%
+66.6%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -0.5% |
| 7D | +0.1% | -1.2% | +1.3% | +0.7% |
| 30D | +3.9% | -0.4% | +4.3% | +3.8% |
| 3M | +3.8% | +9.5% | -5.8% | -1.8% |
| 6M | +22.3% | +6.5% | +15.8% | +17.0% |
| YTD | -7.8% | +18.4% | -26.2% | -17.1% |
| 1Y | -0.3% | +4.2% | -4.5% | -4.4% |
| 3Y | +57.1% | +57.1% | 0.0% | +16.8% |
| 5Y | +137.0% | +70.4% | +66.5% | +57.6% |
| All | +137.0% | +70.3% | +66.6% | +57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling