+1,651.7%
APO vs IT
+369.7%
+1,282.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.7% |
| 7D | +0.2% | -6.8% | +7.0% | +3.1% |
| 30D | +3.1% | -0.6% | +3.7% | +2.8% |
| 3M | -12.0% | +3.1% | -15.0% | -14.5% |
| 6M | -5.0% | +25.5% | -30.4% | -18.6% |
| YTD | -14.0% | -23.5% | +9.5% | -9.1% |
| 1Y | -5.9% | -16.6% | +10.7% | -4.9% |
| 3Y | +51.6% | -53.1% | +104.7% | +96.9% |
| 5Y | +80.8% | -41.4% | +122.2% | +105.2% |
| 10Y | +839.9% | +90.9% | +749.0% | +454.5% |
| All | +1,651.7% | +369.7% | +1,282.0% | +531.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling