+67.0%
APO vs IR
+44.3%
+22.6%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -1.4% |
| 7D | +0.8% | +3.7% | -2.9% | -1.7% |
| 30D | +1.0% | +7.4% | -6.4% | -4.2% |
| 3M | -8.4% | -5.9% | -2.5% | -5.1% |
| 6M | -9.1% | +5.6% | -14.7% | -13.9% |
| YTD | -18.3% | +4.8% | -23.2% | -24.3% |
| 1Y | -8.0% | +6.9% | -14.9% | -16.2% |
| 3Y | +47.1% | +27.6% | +19.5% | +13.3% |
| All | +67.0% | +44.3% | +22.6% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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