+84.2%
APO vs GFS
-2.1%
+86.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -1.2% |
| 7D | -1.0% | +4.5% | -5.5% | -2.2% |
| 30D | -0.4% | -8.2% | +7.8% | +1.8% |
| 3M | -0.9% | -38.9% | +38.0% | +11.9% |
| 6M | +22.1% | -2.9% | +25.0% | +16.5% |
| YTD | -8.4% | +31.8% | -40.2% | -22.4% |
| 1Y | -0.9% | +43.1% | -44.1% | -19.0% |
| 3Y | +56.1% | -20.6% | +76.8% | +47.9% |
| All | +84.2% | -2.1% | +86.3% | +64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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