+47.1%
APO vs FDS
-23.2%
+70.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.7% | +3.3% | +0.4% |
| 7D | +0.8% | -0.5% | +1.3% | +1.0% |
| 30D | +1.0% | +20.2% | -19.2% | -2.9% |
| 3M | -8.4% | +19.9% | -28.3% | -12.0% |
| 6M | -9.1% | +56.2% | -65.3% | -19.4% |
| YTD | -18.3% | +14.6% | -32.9% | -20.1% |
| 1Y | -8.0% | +31.6% | -39.6% | -15.0% |
| 3Y | +47.1% | -23.8% | +70.9% | +73.6% |
| All | +47.1% | -23.2% | +70.2% | +73.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling