+417.8%
APO vs DT
+103.5%
+314.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | 0.0% |
| 7D | -1.0% | -3.3% | +2.3% | +0.2% |
| 30D | +3.5% | +2.0% | +1.4% | +2.6% |
| 3M | +4.5% | +20.0% | -15.5% | -3.2% |
| 6M | +22.8% | +39.3% | -16.5% | +5.8% |
| YTD | -6.5% | +19.8% | -26.3% | -15.1% |
| 1Y | +0.8% | +4.3% | -3.4% | -3.8% |
| 3Y | +62.0% | +7.7% | +54.3% | +50.4% |
| 5Y | +138.2% | -26.8% | +165.1% | +139.3% |
| All | +417.8% | +103.5% | +314.2% | +217.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling