+1,641.0%
APO vs EW
+607.9%
+1,033.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.5% | +2.2% | +3.8% |
| 7D | +2.3% | +12.3% | -10.0% | -1.7% |
| 30D | +3.0% | +22.9% | -19.9% | -4.1% |
| 3M | -3.7% | +16.7% | -20.4% | -8.8% |
| 6M | -7.5% | +31.0% | -38.4% | -16.1% |
| YTD | -14.5% | +22.8% | -37.3% | -21.2% |
| 1Y | -6.2% | +25.6% | -31.7% | -14.2% |
| 3Y | +51.9% | +62.0% | -10.1% | +20.8% |
| 5Y | +76.5% | -12.8% | +89.2% | +73.0% |
| 10Y | +895.2% | +239.8% | +655.5% | +557.0% |
| All | +1,641.0% | +607.9% | +1,033.1% | +741.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling