+1,563.3%
APO vs FFIV
+215.5%
+1,347.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.2% | -0.3% |
| 7D | +0.8% | -8.1% | +8.9% | +4.1% |
| 30D | +1.0% | -33.4% | +34.4% | +17.0% |
| 3M | -8.4% | -24.7% | +16.4% | +0.5% |
| 6M | -9.1% | -8.8% | -0.3% | -8.4% |
| YTD | -18.3% | +21.8% | -40.1% | -27.7% |
| 1Y | -8.0% | +25.3% | -33.3% | -19.5% |
| 3Y | +47.1% | +101.2% | -54.1% | +6.5% |
| 5Y | +67.2% | +40.2% | +26.9% | +37.4% |
| 10Y | +871.8% | +129.0% | +742.8% | +556.0% |
| All | +1,563.3% | +215.5% | +1,347.8% | +865.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling