+97.2%
APO vs GTLB
-49.8%
+147.0%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | +3.5% | -3.5% | +7.0% | +4.1% |
| 30D | +4.4% | -9.0% | +13.3% | +6.0% |
| 3M | -12.1% | +15.9% | -27.9% | -15.0% |
| 6M | -7.2% | +104.9% | -112.1% | -20.4% |
| YTD | -15.1% | +26.0% | -41.1% | -20.8% |
| 1Y | -7.7% | +1.8% | -9.4% | -10.5% |
| 3Y | +49.6% | +6.0% | +43.6% | +37.5% |
| 5Y | +78.3% | -62.2% | +140.5% | +64.1% |
| All | +97.2% | -49.8% | +147.0% | +79.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling