+1,722.3%
APO vs LYV
+1,592.3%
+130.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.4% |
| 7D | -4.9% | -4.2% | -0.7% | -3.3% |
| 30D | -8.4% | -7.2% | -1.2% | -5.7% |
| 3M | -2.1% | +1.5% | -3.6% | -3.1% |
| 6M | +19.2% | +2.7% | +16.5% | +16.5% |
| YTD | -10.5% | +19.4% | -29.9% | -18.3% |
| 1Y | -2.7% | -0.5% | -2.2% | -4.8% |
| 3Y | +52.5% | +110.1% | -57.7% | +9.5% |
| 5Y | +132.1% | +97.6% | +34.5% | +65.8% |
| 10Y | +924.7% | +560.2% | +364.5% | +330.9% |
| All | +1,722.3% | +1,592.3% | +130.0% | +437.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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