+57.1%
APO vs EXEL
+160.6%
-103.5%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -1.1% |
| 7D | +0.1% | +1.4% | -1.3% | -0.1% |
| 30D | +3.9% | +6.7% | -2.8% | +3.1% |
| 3M | +3.8% | +11.5% | -7.7% | +2.2% |
| 6M | +22.3% | +38.8% | -16.5% | +16.6% |
| YTD | -7.8% | +31.6% | -39.4% | -11.6% |
| 1Y | -0.3% | +53.0% | -53.3% | -6.9% |
| 3Y | +57.1% | +160.8% | -103.7% | +40.8% |
| All | +57.1% | +160.6% | -103.5% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 3y: compounded portfolio wealth divided by compounded EXEL 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…
3y analysis · Full analysis span regression · 6 months rolling