+51.9%
APO vs FITB
+136.2%
-84.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.5% | +2.2% | +2.9% |
| 7D | +2.3% | -1.1% | +3.4% | +3.3% |
| 30D | +3.0% | +7.3% | -4.4% | -1.6% |
| 3M | -3.7% | -4.0% | +0.3% | -0.9% |
| 6M | -7.5% | +11.9% | -19.4% | -14.8% |
| YTD | -14.5% | +19.0% | -33.5% | -25.0% |
| 1Y | -6.2% | +31.0% | -37.2% | -23.2% |
| 3Y | +51.9% | +143.8% | -91.9% | +8.3% |
| All | +51.9% | +136.2% | -84.3% | +8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling