+853.3%
APO vs FDS
+127.7%
+725.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.5% | +1.6% |
| 7D | +5.8% | +1.5% | +4.3% | +5.0% |
| 30D | +8.9% | +14.8% | -5.9% | +1.9% |
| 3M | -13.6% | +16.3% | -29.9% | -20.3% |
| 6M | -5.4% | +66.2% | -71.6% | -29.3% |
| YTD | -13.6% | +16.2% | -29.9% | -23.1% |
| 1Y | -2.5% | +21.8% | -24.3% | -16.0% |
| 3Y | +50.9% | -23.9% | +74.7% | +68.1% |
| 5Y | +81.4% | -23.1% | +104.5% | +98.7% |
| All | +853.3% | +127.7% | +725.7% | +451.6% |
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