+1,628.9%
APO vs FITB
+531.3%
+1,097.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -0.8% |
| 7D | +3.5% | +0.8% | +2.6% | +3.1% |
| 30D | +4.4% | +7.3% | -3.0% | +0.7% |
| 3M | -12.1% | -6.3% | -5.8% | -8.9% |
| 6M | -7.2% | +12.6% | -19.8% | -13.1% |
| YTD | -15.1% | +18.0% | -33.1% | -22.6% |
| 1Y | -7.7% | +28.9% | -36.5% | -19.7% |
| 3Y | +49.6% | +139.4% | -89.8% | -5.4% |
| 5Y | +78.3% | +47.2% | +31.1% | +41.2% |
| 10Y | +827.7% | +213.0% | +614.7% | +342.7% |
| All | +1,628.9% | +531.3% | +1,097.6% | +478.9% |
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