+408.9%
APO vs ESTC
+31.2%
+377.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.5% | +3.9% | +0.6% |
| 7D | -1.0% | -8.1% | +7.1% | +1.1% |
| 30D | +3.5% | +31.7% | -28.2% | -4.8% |
| 3M | +4.5% | +41.1% | -36.5% | -6.0% |
| 6M | +22.8% | +77.1% | -54.3% | +2.6% |
| YTD | -6.5% | +21.7% | -28.2% | -14.0% |
| 1Y | +0.8% | +8.4% | -7.5% | -5.3% |
| 3Y | +62.0% | +23.6% | +38.3% | +35.8% |
| 5Y | +138.2% | -46.5% | +184.7% | +134.7% |
| All | +408.9% | +31.2% | +377.8% | +213.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling