+1,804.4%
APO vs FTI
+143.2%
+1,661.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -1.0% | +5.3% | -6.3% | -2.6% |
| 30D | +3.5% | +15.3% | -11.9% | -1.1% |
| 3M | +4.5% | +15.8% | -11.2% | -0.6% |
| 6M | +22.8% | +22.6% | +0.2% | +14.0% |
| YTD | -6.5% | +79.5% | -86.0% | -23.3% |
| 1Y | +0.8% | +102.0% | -101.2% | -20.7% |
| 3Y | +62.0% | +315.8% | -253.9% | +0.6% |
| 5Y | +138.2% | +1,129.5% | -991.3% | +1.8% |
| 10Y | +940.3% | +320.9% | +619.3% | +422.5% |
| All | +1,804.4% | +143.2% | +1,661.2% | +916.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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