+137.0%
APO vs IT
-44.6%
+181.6%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -7.4% | +6.0% | +1.2% |
| 7D | +0.1% | -9.1% | +9.2% | +3.3% |
| 30D | +3.9% | -7.0% | +10.9% | +6.1% |
| 3M | +3.8% | +7.6% | -3.9% | -1.2% |
| 6M | +22.3% | +2.1% | +20.2% | +17.5% |
| YTD | -7.8% | -31.6% | +23.8% | +4.4% |
| 1Y | -0.3% | -29.9% | +29.6% | +10.3% |
| 3Y | +57.1% | -51.3% | +108.4% | +102.5% |
| 5Y | +137.0% | -44.8% | +181.7% | +166.4% |
| All | +137.0% | -44.6% | +181.6% | +166.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling