+51.9%
APO vs DT
-10.1%
+62.0%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.2% | +3.4% | +4.3% |
| 7D | +2.3% | -20.2% | +22.5% | +9.6% |
| 30D | +3.0% | -30.8% | +33.7% | +15.0% |
| 3M | -3.7% | -10.2% | +6.5% | -1.4% |
| 6M | -7.5% | +8.0% | -15.5% | -12.6% |
| YTD | -14.5% | +1.5% | -16.0% | -18.0% |
| 1Y | -6.2% | -6.9% | +0.7% | -6.3% |
| 3Y | +51.9% | -10.9% | +62.8% | +47.3% |
| All | +51.9% | -10.1% | +62.0% | +47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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