+293.3%
APO vs JAAA
+29.3%
+264.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.8% |
| 7D | -1.0% | +0.2% | -1.2% | -1.4% |
| 30D | +3.5% | +0.5% | +2.9% | +2.2% |
| 3M | +4.5% | +1.3% | +3.3% | +1.4% |
| 6M | +22.8% | +2.7% | +20.1% | +15.3% |
| YTD | -6.5% | +3.2% | -9.7% | -13.0% |
| 1Y | +0.8% | +4.9% | -4.1% | -9.5% |
| 3Y | +62.0% | +19.0% | +43.0% | +35.1% |
| 5Y | +138.2% | +26.8% | +111.4% | +90.3% |
| All | +293.3% | +29.3% | +264.1% | +193.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling