+1,804.4%
APO vs IT
+353.7%
+1,450.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.6% | +4.0% | +1.4% |
| 7D | -1.0% | -6.0% | +5.0% | +1.6% |
| 30D | +3.5% | 0.0% | +3.5% | +3.1% |
| 3M | +4.5% | +13.1% | -8.5% | -4.0% |
| 6M | +22.8% | +11.7% | +11.1% | +11.6% |
| YTD | -6.5% | -26.1% | +19.6% | +1.7% |
| 1Y | +0.8% | -21.3% | +22.1% | +4.8% |
| 3Y | +62.0% | -46.7% | +108.7% | +97.0% |
| 5Y | +138.2% | -40.5% | +178.8% | +170.6% |
| 10Y | +940.3% | +103.9% | +836.4% | +503.0% |
| All | +1,804.4% | +353.7% | +1,450.7% | +606.2% |
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