+1,804.4%
APO vs FDS
+244.6%
+1,559.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | +1.1% |
| 7D | -1.0% | -1.9% | +0.9% | -0.1% |
| 30D | +3.5% | +9.0% | -5.6% | -0.9% |
| 3M | +4.5% | +18.9% | -14.3% | -5.6% |
| 6M | +22.8% | +35.1% | -12.3% | +1.8% |
| YTD | -6.5% | +5.5% | -12.0% | -12.6% |
| 1Y | +0.8% | -16.8% | +17.6% | +5.7% |
| 3Y | +62.0% | -28.1% | +90.0% | +82.0% |
| 5Y | +138.2% | -17.4% | +155.7% | +146.4% |
| 10Y | +940.3% | +85.4% | +854.8% | +586.2% |
| All | +1,804.4% | +244.6% | +1,559.9% | +807.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling