+78.7%
APO vs ESTC
-52.1%
+130.8%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.8% | +2.0% |
| 7D | +5.8% | +2.4% | +3.4% | +5.1% |
| 30D | +8.9% | -4.2% | +13.1% | +9.6% |
| 3M | -13.6% | +2.5% | -16.1% | -15.2% |
| 6M | -5.4% | +81.5% | -86.9% | -20.5% |
| YTD | -13.6% | +16.8% | -30.5% | -19.6% |
| 1Y | -2.5% | -3.5% | +1.0% | -5.2% |
| 3Y | +50.9% | +17.7% | +33.1% | +29.9% |
| All | +78.7% | -52.1% | +130.8% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 5y: compounded portfolio wealth divided by compounded ESTC 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…
5y analysis · Full analysis span regression · 6 months rolling