+78.7%
APO vs JAAA
+27.5%
+51.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.6% |
| 7D | +5.8% | +0.1% | +5.7% | +5.5% |
| 30D | +8.9% | +0.4% | +8.5% | +7.7% |
| 3M | -13.6% | +1.2% | -14.8% | -16.3% |
| 6M | -5.4% | +2.3% | -7.7% | -10.8% |
| YTD | -13.6% | +4.0% | -17.6% | -21.7% |
| 1Y | -2.5% | +4.8% | -7.3% | -13.2% |
| 3Y | +50.9% | +18.4% | +32.4% | +22.7% |
| All | +78.7% | +27.5% | +51.2% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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