+1,563.3%
APO vs EW
+590.5%
+972.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.8% | -0.9% |
| 7D | +0.8% | +11.0% | -10.2% | -2.8% |
| 30D | +1.0% | +19.1% | -18.0% | -4.9% |
| 3M | -8.4% | +14.4% | -22.7% | -12.6% |
| 6M | -9.1% | +22.8% | -31.9% | -15.8% |
| YTD | -18.3% | +19.8% | -38.1% | -24.1% |
| 1Y | -8.0% | +23.9% | -31.9% | -15.5% |
| 3Y | +47.1% | +52.2% | -5.2% | +19.6% |
| 5Y | +67.2% | -13.9% | +81.1% | +64.5% |
| 10Y | +871.8% | +241.9% | +630.0% | +542.7% |
| All | +1,563.3% | +590.5% | +972.8% | +710.5% |
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