+1,981.6%
APO vs FIVE
+822.5%
+1,159.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +0.8% | -0.3% | +1.1% | +1.0% |
| 30D | +1.0% | +17.7% | -16.6% | -3.2% |
| 3M | -8.4% | +4.0% | -12.4% | -9.7% |
| 6M | -9.1% | +2.6% | -11.7% | -10.8% |
| YTD | -18.3% | +27.6% | -45.9% | -24.9% |
| 1Y | -8.0% | +59.9% | -67.9% | -20.6% |
| 3Y | +47.1% | +35.8% | +11.3% | +23.3% |
| 5Y | +67.2% | +14.4% | +52.7% | +42.2% |
| 10Y | +871.8% | +576.1% | +295.7% | +447.5% |
| All | +1,981.6% | +822.5% | +1,159.1% | +1,034.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling