-4.4%
APO vs IT
-17.9%
+13.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +1.5% | +6.7% | +7.9% |
| 7D | +8.2% | -5.5% | +13.7% | +9.1% |
| 30D | +6.4% | +10.3% | -3.9% | +5.3% |
| 3M | -7.4% | +11.5% | -19.0% | -8.7% |
| 6M | -4.2% | +40.3% | -44.4% | -9.0% |
| YTD | -14.1% | -17.9% | +3.7% | -7.8% |
| 1Y | -4.4% | -8.8% | +4.4% | -3.3% |
| All | -4.4% | -17.9% | +13.5% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 1y: compounded portfolio wealth divided by compounded IT 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…
1y analysis · Full analysis span regression · 6 months rolling