+47.1%
APO vs FN
+101.0%
-53.9%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +11.7% | -12.1% | -2.2% |
| 7D | +0.8% | 0.0% | +0.8% | +0.1% |
| 30D | +1.0% | -34.3% | +35.3% | +7.5% |
| 3M | -8.4% | -39.9% | +31.5% | -2.1% |
| 6M | -9.1% | -51.8% | +42.7% | -0.2% |
| YTD | -18.3% | -28.1% | +9.8% | -20.7% |
| 1Y | -8.0% | -29.1% | +21.1% | -11.0% |
| 3Y | +47.1% | +102.4% | -55.4% | +2.8% |
| All | +47.1% | +101.0% | -53.9% | +2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling