+78.7%
APO vs GFS
-25.2%
+104.0%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.7% | +4.4% | +2.5% |
| 7D | +5.8% | +7.4% | -1.6% | +3.7% |
| 30D | +8.9% | -15.3% | +24.2% | +13.0% |
| 3M | -13.6% | -21.1% | +7.5% | -9.0% |
| 6M | -5.4% | -44.5% | +39.1% | +7.1% |
| YTD | -13.6% | +19.2% | -32.9% | -26.2% |
| 1Y | -2.5% | +27.2% | -29.7% | -18.8% |
| 3Y | +50.9% | -20.1% | +71.0% | +40.0% |
| All | +78.7% | -25.2% | +104.0% | +66.1% |
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