+916.7%
APO vs FLR
+19.7%
+896.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.6% |
| 7D | -3.5% | -3.5% | 0.0% | -2.8% |
| 30D | -6.6% | +4.2% | -10.7% | -7.5% |
| 3M | -3.3% | +8.1% | -11.4% | -5.8% |
| 6M | +22.6% | +21.5% | +1.1% | +15.0% |
| YTD | -9.8% | +36.8% | -46.5% | -17.8% |
| 1Y | -3.9% | +31.2% | -35.1% | -11.9% |
| 3Y | +52.5% | +53.9% | -1.4% | +32.1% |
| 5Y | +134.0% | +243.0% | -109.0% | +71.3% |
| All | +916.7% | +19.7% | +896.9% | +736.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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