+895.2%
APO vs FFIV
+132.4%
+762.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.2% | +2.4% | +3.5% |
| 7D | +2.3% | -2.1% | +4.4% | +3.4% |
| 30D | +3.0% | -33.8% | +36.8% | +25.1% |
| 3M | -3.7% | -20.6% | +16.9% | +5.3% |
| 6M | -7.5% | -10.2% | +2.8% | -6.5% |
| YTD | -14.5% | +24.5% | -39.0% | -29.4% |
| 1Y | -6.2% | +29.3% | -35.5% | -24.3% |
| 3Y | +51.9% | +103.8% | -51.9% | -6.8% |
| 5Y | +76.5% | +40.9% | +35.6% | +30.3% |
| 10Y | +895.2% | +126.6% | +768.6% | +422.2% |
| All | +895.2% | +132.4% | +762.8% | +422.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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