+1,804.4%
APO vs DRI
+732.5%
+1,071.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | -1.0% | +0.6% | -1.6% | -1.3% |
| 30D | +3.5% | +3.8% | -0.4% | +1.6% |
| 3M | +4.5% | +13.0% | -8.5% | -1.3% |
| 6M | +22.8% | +8.3% | +14.5% | +17.8% |
| YTD | -6.5% | +20.6% | -27.1% | -14.6% |
| 1Y | +0.8% | +6.5% | -5.6% | -3.3% |
| 3Y | +62.0% | +53.7% | +8.2% | +31.3% |
| 5Y | +138.2% | +72.7% | +65.6% | +82.6% |
| 10Y | +940.3% | +363.2% | +577.1% | +411.5% |
| All | +1,804.4% | +732.5% | +1,071.9% | +665.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling