+837.0%
APO vs FCEL
-99.1%
+936.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.4% | +5.1% | -0.9% |
| 7D | +3.5% | +14.8% | -11.3% | +2.6% |
| 30D | +4.4% | -33.9% | +38.2% | +6.6% |
| 3M | -12.1% | -52.7% | +40.6% | -8.9% |
| 6M | -7.2% | -40.0% | +32.8% | -7.7% |
| YTD | -15.1% | +40.2% | -55.3% | -21.1% |
| 1Y | -7.7% | +32.9% | -40.6% | -14.2% |
| 3Y | +49.6% | -66.8% | +116.4% | +42.7% |
| 5Y | +78.3% | -97.0% | +175.2% | +89.2% |
| All | +837.0% | -99.1% | +936.0% | +946.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling