+137.0%
APO vs ESTC
-47.2%
+184.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.7% | +2.3% | -0.5% |
| 7D | +0.1% | -4.3% | +4.4% | +1.1% |
| 30D | +3.9% | +17.7% | -13.9% | -1.0% |
| 3M | +3.8% | +42.3% | -38.5% | -6.2% |
| 6M | +22.3% | +64.6% | -42.3% | +5.4% |
| YTD | -7.8% | +17.2% | -25.0% | -13.8% |
| 1Y | -0.3% | -4.2% | +3.9% | -2.8% |
| 3Y | +57.1% | +13.5% | +43.6% | +36.8% |
| 5Y | +137.0% | -45.5% | +182.5% | +120.2% |
| All | +137.0% | -47.2% | +184.2% | +120.2% |
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