-8.0%
APO vs FN
-33.3%
+25.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +11.7% | -12.1% | -0.9% |
| 7D | +0.8% | 0.0% | +0.8% | +0.7% |
| 30D | +1.0% | -34.3% | +35.3% | +3.2% |
| 3M | -8.4% | -39.9% | +31.5% | -6.2% |
| 6M | -9.1% | -51.8% | +42.7% | -6.1% |
| YTD | -18.3% | -28.1% | +9.8% | -19.7% |
| 1Y | -8.0% | -29.1% | +21.1% | -9.3% |
| All | -8.0% | -33.3% | +25.3% | -9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling