+57.7%
APO vs FIVE
+50.0%
+7.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.1% | -5.7% | -1.7% |
| 7D | -1.0% | +4.3% | -5.3% | -1.9% |
| 30D | +3.5% | +12.5% | -9.0% | +0.8% |
| 3M | +4.5% | +31.2% | -26.7% | -1.6% |
| 6M | +22.8% | +14.4% | +8.4% | +18.1% |
| YTD | -6.5% | +33.9% | -40.4% | -13.3% |
| 1Y | +0.8% | +65.1% | -64.2% | -11.0% |
| All | +57.7% | +50.0% | +7.7% | +16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling