+946.8%
APO vs EXPD
+308.0%
+638.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.5% |
| 7D | +0.1% | -0.9% | +1.0% | +0.6% |
| 30D | +3.9% | +4.1% | -0.2% | +1.3% |
| 3M | +3.8% | +13.8% | -10.0% | -4.4% |
| 6M | +22.3% | +27.3% | -5.0% | +4.5% |
| YTD | -7.8% | +25.4% | -33.2% | -21.5% |
| 1Y | -0.3% | +54.4% | -54.7% | -26.2% |
| 3Y | +57.1% | +67.9% | -10.8% | +7.5% |
| 5Y | +137.0% | +59.2% | +77.8% | +64.2% |
| 10Y | +946.8% | +308.6% | +638.3% | +295.9% |
| All | +946.8% | +308.0% | +638.8% | +295.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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