+129.2%
APO vs FANG
+232.6%
-103.4%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -3.5% | +2.9% | -6.4% | -4.4% |
| 30D | -6.6% | +2.6% | -9.2% | -7.5% |
| 3M | -3.3% | +7.6% | -10.8% | -6.3% |
| 6M | +22.6% | +17.3% | +5.3% | +13.6% |
| YTD | -9.8% | +38.7% | -48.5% | -22.0% |
| 1Y | -3.9% | +51.6% | -55.5% | -20.2% |
| 3Y | +52.5% | +50.0% | +2.5% | +24.7% |
| All | +129.2% | +232.6% | -103.4% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 5y: compounded portfolio wealth divided by compounded FANG 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…
5y analysis · Full analysis span regression · 6 months rolling