+908.2%
APO vs FCEL
-99.2%
+1,007.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.9% | +3.6% | -2.0% |
| 7D | -4.9% | +6.3% | -11.2% | -5.4% |
| 30D | -8.4% | -18.8% | +10.4% | -7.7% |
| 3M | -2.1% | -3.8% | +1.8% | -3.8% |
| 6M | +19.2% | +121.1% | -101.9% | +9.1% |
| YTD | -10.5% | +113.3% | -123.8% | -18.3% |
| 1Y | -2.7% | +173.5% | -176.2% | -13.5% |
| 3Y | +52.5% | -63.9% | +116.4% | +45.3% |
| 5Y | +132.1% | -90.7% | +222.8% | +133.2% |
| All | +908.2% | -99.2% | +1,007.4% | +931.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FCEL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling