+1,570.8%
APO vs FN
+1,472.6%
+98.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -14.2% | +9.8% | -1.5% |
| 7D | -1.1% | -16.0% | +14.9% | +1.8% |
| 30D | +1.1% | -40.1% | +41.2% | +11.2% |
| 3M | -9.2% | -43.9% | +34.7% | -0.2% |
| 6M | -9.2% | -55.6% | +46.4% | +2.9% |
| YTD | -18.0% | -35.7% | +17.7% | -16.9% |
| 1Y | -10.9% | -39.8% | +29.0% | -8.9% |
| 3Y | +44.4% | +80.3% | -35.8% | +7.5% |
| 5Y | +67.9% | +143.3% | -75.4% | +13.3% |
| 10Y | +876.2% | +682.3% | +193.9% | +405.1% |
| All | +1,570.8% | +1,472.6% | +98.2% | +630.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling