-3.4%
APO vs FRMI
-89.6%
+86.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +26.7% | -25.0% | +0.7% |
| 7D | +5.8% | +66.2% | -60.5% | +3.4% |
| 30D | +8.9% | -17.4% | +26.3% | +9.2% |
| 3M | -13.6% | -60.5% | +46.8% | -10.4% |
| 6M | -5.4% | -56.5% | +51.1% | -3.3% |
| YTD | -13.6% | -67.4% | +53.7% | -11.1% |
| 1Y | -2.5% | -85.1% | +82.6% | 0.0% |
| All | -3.4% | -89.6% | +86.2% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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