+957.6%
APO vs FN
+899.8%
+57.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.1% | -3.7% | -1.4% |
| 7D | -1.0% | -1.7% | +0.7% | -0.6% |
| 30D | +3.5% | -22.0% | +25.5% | +8.4% |
| 3M | +4.5% | -43.0% | +47.5% | +16.6% |
| 6M | +22.8% | -27.7% | +50.5% | +25.4% |
| YTD | -6.5% | -10.5% | +4.0% | -11.1% |
| 1Y | +0.8% | +12.5% | -11.7% | -11.3% |
| 3Y | +62.0% | +153.8% | -91.8% | +5.1% |
| 5Y | +138.2% | +288.0% | -149.8% | +31.4% |
| All | +957.6% | +899.8% | +57.9% | +363.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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