+51.2%
APO vs DTE
+45.3%
+5.9%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.1% | -2.2% |
| 7D | -4.9% | -2.0% | -2.9% | -4.6% |
| 30D | -8.4% | -2.4% | -6.0% | -8.1% |
| 3M | -2.1% | -7.3% | +5.2% | -1.2% |
| 6M | +19.2% | -7.6% | +26.9% | +20.2% |
| YTD | -10.5% | +5.8% | -16.3% | -12.8% |
| 1Y | -2.7% | +2.3% | -5.0% | -4.3% |
| All | +51.2% | +45.3% | +5.9% | +40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling