+50.2%
APO vs GTLB
+4.2%
+46.0%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.1% |
| 7D | +0.2% | -9.6% | +9.8% | +2.0% |
| 30D | +3.1% | -15.5% | +18.6% | +6.1% |
| 3M | -12.0% | +12.4% | -24.4% | -14.4% |
| 6M | -5.0% | +84.6% | -89.5% | -17.0% |
| YTD | -14.0% | +26.1% | -40.1% | -19.5% |
| 1Y | -5.9% | +1.7% | -7.6% | -8.0% |
| All | +50.2% | +4.2% | +46.0% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 3y: compounded portfolio wealth divided by compounded GTLB 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…
3y analysis · Full analysis span regression · 6 months rolling