+137.9%
APO vs FFIV
+91.3%
+46.6%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.3% |
| 3M | +4.5% | -4.5% | +9.0% | +6.3% |
| 6M | +22.8% | +36.5% | -13.7% | -0.3% |
| YTD | -6.5% | +53.0% | -59.5% | -29.9% |
| 1Y | +0.8% | +24.2% | -23.4% | -14.6% |
| 3Y | +62.0% | +137.2% | -75.2% | -9.6% |
| All | +137.9% | +91.3% | +46.6% | +45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling