+78.7%
APO vs FN
+169.4%
-90.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -7.3% | +9.1% | +3.2% |
| 7D | +5.8% | +0.3% | +5.5% | +5.4% |
| 30D | +8.9% | -16.5% | +25.4% | +11.4% |
| 3M | -13.6% | -42.1% | +28.5% | -5.4% |
| 6M | -5.4% | -52.9% | +47.5% | +6.6% |
| YTD | -13.6% | -28.0% | +14.3% | -16.3% |
| 1Y | -2.5% | -18.5% | +16.0% | -9.6% |
| 3Y | +50.9% | +93.9% | -43.0% | -2.7% |
| All | +78.7% | +169.4% | -90.7% | -10.4% |
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