+67.0%
APO vs DRI
+74.0%
-7.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | +0.1% |
| 7D | +0.8% | +2.8% | -2.0% | -0.5% |
| 30D | +1.0% | +13.3% | -12.2% | -5.2% |
| 3M | -8.4% | +8.2% | -16.6% | -12.5% |
| 6M | -9.1% | +17.5% | -26.7% | -17.5% |
| YTD | -18.3% | +26.9% | -45.2% | -29.5% |
| 1Y | -8.0% | +31.6% | -39.5% | -22.4% |
| 3Y | +47.1% | +67.0% | -19.9% | +4.6% |
| All | +67.0% | +74.0% | -7.1% | +7.6% |
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