+344.5%
APO vs ESTC
+23.0%
+321.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.7% | -1.0% |
| 7D | +0.8% | -11.5% | +12.3% | +4.0% |
| 30D | +1.0% | -7.5% | +8.6% | +2.7% |
| 3M | -8.4% | +23.1% | -31.5% | -14.7% |
| 6M | -9.1% | +75.3% | -84.4% | -24.0% |
| YTD | -18.3% | +14.1% | -32.4% | -24.0% |
| 1Y | -8.0% | -0.6% | -7.4% | -11.6% |
| 3Y | +47.1% | +20.8% | +26.2% | +23.8% |
| 5Y | +67.2% | -48.8% | +115.9% | +65.8% |
| All | +344.5% | +23.0% | +321.5% | +177.3% |
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