+837.0%
APO vs FITB
+208.7%
+628.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -0.8% |
| 7D | +3.5% | +0.8% | +2.6% | +3.0% |
| 30D | +4.4% | +7.3% | -3.0% | +0.6% |
| 3M | -12.1% | -6.3% | -5.8% | -8.8% |
| 6M | -7.2% | +12.6% | -19.8% | -13.3% |
| YTD | -15.1% | +18.0% | -33.1% | -22.9% |
| 1Y | -7.7% | +28.9% | -36.5% | -20.1% |
| 3Y | +49.6% | +139.4% | -89.8% | -6.6% |
| 5Y | +78.3% | +47.2% | +31.1% | +40.1% |
| All | +837.0% | +208.7% | +628.2% | +337.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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