+916.7%
APO vs DTE
+137.8%
+778.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.5% |
| 7D | -3.5% | -2.6% | -0.9% | -2.2% |
| 30D | -6.6% | -4.4% | -2.2% | -4.4% |
| 3M | -3.3% | -8.3% | +5.1% | +0.8% |
| 6M | +22.6% | -8.1% | +30.7% | +27.0% |
| YTD | -9.8% | +4.4% | -14.2% | -13.3% |
| 1Y | -3.9% | +0.2% | -4.0% | -5.6% |
| 3Y | +52.5% | +42.6% | +9.9% | +19.4% |
| 5Y | +134.0% | +31.5% | +102.5% | +89.7% |
| All | +916.7% | +137.8% | +778.9% | +524.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 10y: compounded portfolio wealth divided by compounded DTE 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…
10y analysis · Full analysis span regression · 6 months rolling