+137.9%
APO vs FN
+289.0%
-151.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.1% | -3.7% | -1.3% |
| 7D | -1.0% | -1.7% | +0.7% | -0.7% |
| 30D | +3.5% | -22.0% | +25.5% | +8.0% |
| 3M | +4.5% | -43.0% | +47.5% | +16.0% |
| 6M | +22.8% | -27.7% | +50.5% | +24.9% |
| YTD | -6.5% | -10.5% | +4.0% | -11.6% |
| 1Y | +0.8% | +12.5% | -11.7% | -12.1% |
| 3Y | +62.0% | +153.8% | -91.8% | +0.8% |
| All | +137.9% | +289.0% | -151.1% | +19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling