+1,651.7%
APO vs EXEL
+500.7%
+1,151.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +0.2% | -2.8% | +3.0% | +0.6% |
| 30D | +3.1% | +18.2% | -15.1% | +0.7% |
| 3M | -12.0% | +37.7% | -49.7% | -15.9% |
| 6M | -5.0% | +42.2% | -47.2% | -9.9% |
| YTD | -14.0% | +61.3% | -75.3% | -20.2% |
| 1Y | -5.9% | +64.5% | -70.4% | -13.1% |
| 3Y | +51.6% | +236.7% | -185.1% | +24.5% |
| 5Y | +80.8% | +296.3% | -215.5% | +44.1% |
| 10Y | +839.9% | +331.1% | +508.8% | +609.7% |
| All | +1,651.7% | +500.7% | +1,151.0% | +1,002.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling