+949.3%
APO vs FDS
+72.8%
+876.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | +1.0% |
| 7D | -1.0% | -8.8% | +7.8% | +3.3% |
| 30D | -0.4% | -1.4% | +1.0% | 0.0% |
| 3M | -0.9% | +13.9% | -14.8% | -8.8% |
| 6M | +22.1% | +27.4% | -5.2% | +3.7% |
| YTD | -8.4% | -2.5% | -5.9% | -10.8% |
| 1Y | -0.9% | -23.8% | +22.8% | +9.7% |
| 3Y | +56.1% | -32.5% | +88.6% | +83.4% |
| 5Y | +136.0% | -23.2% | +159.2% | +153.8% |
| 10Y | +949.3% | +76.4% | +872.9% | +594.8% |
| All | +949.3% | +72.8% | +876.5% | +594.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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