+137.9%
APO vs FDX
+65.4%
+72.5%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | -0.1% | -0.4% |
| 7D | -1.0% | -2.5% | +1.5% | +0.1% |
| 30D | +3.5% | +3.8% | -0.3% | +1.7% |
| 3M | +4.5% | -1.3% | +5.8% | +4.7% |
| 6M | +22.8% | +5.0% | +17.8% | +18.8% |
| YTD | -6.5% | +39.6% | -46.1% | -21.1% |
| 1Y | +0.8% | +81.1% | -80.3% | -24.9% |
| 3Y | +62.0% | +63.0% | -1.1% | +21.6% |
| All | +137.9% | +65.4% | +72.5% | +70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 5y: compounded portfolio wealth divided by compounded FDX 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…
5y analysis · Full analysis span regression · 6 months rolling