+839.9%
APO vs FIVE
+535.9%
+304.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.5% |
| 7D | +0.2% | -0.5% | +0.7% | +0.3% |
| 30D | +3.1% | +17.4% | -14.3% | -1.7% |
| 3M | -12.0% | +7.0% | -19.0% | -14.0% |
| 6M | -5.0% | +20.5% | -25.4% | -11.4% |
| YTD | -14.0% | +33.1% | -47.1% | -22.8% |
| 1Y | -5.9% | +67.1% | -73.0% | -21.5% |
| 3Y | +51.6% | +41.9% | +9.7% | +22.6% |
| 5Y | +80.8% | +21.1% | +59.7% | +47.9% |
| 10Y | +839.9% | +518.8% | +321.1% | +437.2% |
| All | +839.9% | +535.9% | +304.0% | +437.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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