+1,804.4%
APO vs FITB
+537.4%
+1,267.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -1.0% | +0.6% | -1.6% | -1.3% |
| 30D | +3.5% | -4.7% | +8.2% | +6.1% |
| 3M | +4.5% | +6.7% | -2.1% | +0.7% |
| 6M | +22.8% | +12.6% | +10.2% | +14.6% |
| YTD | -6.5% | +19.1% | -25.6% | -15.3% |
| 1Y | +0.8% | +22.6% | -21.8% | -10.0% |
| 3Y | +62.0% | +127.1% | -65.2% | +4.4% |
| 5Y | +138.2% | +71.8% | +66.4% | +74.4% |
| 10Y | +940.3% | +287.2% | +653.1% | +346.4% |
| All | +1,804.4% | +537.4% | +1,267.0% | +533.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling