+60.7%
APO vs FFIV
+140.3%
-79.6%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | -1.0% | -1.0% | -0.1% | -0.5% |
| 30D | +3.5% | -5.1% | +8.5% | +5.9% |
| 3M | +4.5% | -4.5% | +9.0% | +6.1% |
| 6M | +22.8% | +36.5% | -13.7% | +1.9% |
| YTD | -6.5% | +53.0% | -59.5% | -27.9% |
| 1Y | +0.8% | +24.2% | -23.4% | -12.6% |
| All | +60.7% | +140.3% | -79.6% | +5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling