+57.1%
APO vs IT
-51.4%
+108.5%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -7.4% | +6.0% | +0.2% |
| 7D | +0.1% | -9.1% | +9.2% | +2.0% |
| 30D | +3.9% | -7.0% | +10.9% | +5.2% |
| 3M | +3.8% | +7.6% | -3.9% | +1.2% |
| 6M | +22.3% | +2.1% | +20.2% | +20.1% |
| YTD | -7.8% | -31.6% | +23.8% | +0.7% |
| 1Y | -0.3% | -29.9% | +29.6% | +7.2% |
| 3Y | +57.1% | -51.3% | +108.4% | +118.6% |
| All | +57.1% | -51.4% | +108.5% | +118.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling