+949.3%
APO vs IRM
+418.7%
+530.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.3% |
| 7D | -1.0% | +3.0% | -4.0% | -2.4% |
| 30D | -0.4% | -5.2% | +4.8% | +2.0% |
| 3M | -0.9% | -8.0% | +7.2% | +2.5% |
| 6M | +22.1% | +9.2% | +13.0% | +15.4% |
| YTD | -8.4% | +41.0% | -49.4% | -24.4% |
| 1Y | -0.9% | +23.3% | -24.2% | -13.1% |
| 3Y | +56.1% | +102.8% | -46.7% | +2.4% |
| 5Y | +136.0% | +192.8% | -56.8% | +26.2% |
| 10Y | +949.3% | +439.6% | +509.7% | +285.8% |
| All | +949.3% | +418.7% | +530.6% | +285.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 10y: compounded portfolio wealth divided by compounded IRM 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…
10y analysis · Full analysis span regression · 6 months rolling