+946.8%
APO vs FFIV
+224.0%
+722.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | +0.1% | -1.5% | +1.6% | +0.9% |
| 30D | +3.9% | -2.7% | +6.5% | +5.2% |
| 3M | +3.8% | -1.7% | +5.4% | +3.9% |
| 6M | +22.3% | +36.1% | -13.8% | +0.9% |
| YTD | -7.8% | +52.6% | -60.4% | -29.2% |
| 1Y | -0.3% | +21.5% | -21.9% | -13.6% |
| 3Y | +57.1% | +142.7% | -85.6% | -8.4% |
| 5Y | +137.0% | +92.6% | +44.4% | +53.8% |
| 10Y | +946.8% | +225.5% | +721.3% | +410.2% |
| All | +946.8% | +224.0% | +722.8% | +410.2% |
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