+1,804.4%
APO vs IVZ
+136.2%
+1,668.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.2% |
| 7D | -1.0% | +0.6% | -1.7% | -1.4% |
| 30D | +3.5% | +4.0% | -0.5% | +1.3% |
| 3M | +4.5% | +18.2% | -13.6% | -4.7% |
| 6M | +22.8% | +32.8% | -10.0% | +4.7% |
| YTD | -6.5% | +28.7% | -35.2% | -19.0% |
| 1Y | +0.8% | +55.4% | -54.5% | -21.0% |
| 3Y | +62.0% | +135.2% | -73.3% | -1.0% |
| 5Y | +138.2% | +64.2% | +74.1% | +72.3% |
| 10Y | +940.3% | +64.6% | +875.7% | +552.9% |
| All | +1,804.4% | +136.2% | +1,668.2% | +883.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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