+57.1%
APO vs DT
+3.8%
+53.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | -0.4% |
| 7D | +0.1% | -4.9% | +5.0% | +1.7% |
| 30D | +3.9% | +2.7% | +1.2% | +2.9% |
| 3M | +3.8% | +20.0% | -16.2% | -3.4% |
| 6M | +22.3% | +28.0% | -5.7% | +9.3% |
| YTD | -7.8% | +16.0% | -23.8% | -14.4% |
| 1Y | -0.3% | +0.7% | -1.1% | -1.7% |
| 3Y | +57.1% | +6.2% | +50.9% | +47.7% |
| All | +57.1% | +3.8% | +53.3% | +47.7% |
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