+117.2%
APO vs GTLB
-47.1%
+164.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.8% |
| 7D | -1.0% | +11.1% | -12.1% | -3.0% |
| 30D | +3.5% | +37.8% | -34.3% | -2.8% |
| 3M | +4.5% | +61.6% | -57.0% | -5.2% |
| 6M | +22.8% | +98.9% | -76.1% | +5.8% |
| YTD | -6.5% | +32.8% | -39.3% | -13.3% |
| 1Y | +0.8% | +14.7% | -13.8% | -4.8% |
| 3Y | +62.0% | +1.3% | +60.6% | +50.2% |
| All | +117.2% | -47.1% | +164.3% | +97.0% |
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