+853.3%
APO vs EW
+254.3%
+599.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.5% | +1.2% |
| 7D | +5.8% | +4.9% | +0.9% | +3.6% |
| 30D | +8.9% | +23.9% | -15.1% | -0.7% |
| 3M | -13.6% | +15.8% | -29.4% | -19.0% |
| 6M | -5.4% | +31.7% | -37.0% | -16.4% |
| YTD | -13.6% | +25.7% | -39.3% | -22.8% |
| 1Y | -2.5% | +24.4% | -26.9% | -12.5% |
| 3Y | +50.9% | +65.9% | -15.0% | +9.9% |
| 5Y | +81.4% | -7.6% | +89.0% | +73.8% |
| All | +853.3% | +254.3% | +599.0% | +431.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 10y: compounded portfolio wealth divided by compounded EW 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…
10y analysis · Full analysis span regression · 6 months rolling