+845.7%
APO vs FDS
+127.5%
+718.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.7% | +0.5% |
| 7D | +8.1% | -2.0% | +10.1% | +9.2% |
| 30D | +3.4% | +13.5% | -10.1% | -2.7% |
| 3M | -6.6% | +15.2% | -21.8% | -13.4% |
| 6M | -7.1% | +47.0% | -54.1% | -26.1% |
| YTD | -14.1% | +13.9% | -28.0% | -22.8% |
| 1Y | -4.7% | +25.2% | -29.9% | -19.5% |
| 3Y | +51.3% | -25.3% | +76.7% | +70.1% |
| 5Y | +82.7% | -23.3% | +106.0% | +99.9% |
| 10Y | +845.7% | +126.0% | +719.7% | +453.1% |
| All | +845.7% | +127.5% | +718.2% | +453.1% |
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