+946.8%
APO vs M
-6.4%
+953.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | -0.7% |
| 7D | +0.1% | +2.4% | -2.3% | -0.5% |
| 30D | +3.9% | -11.6% | +15.5% | +7.1% |
| 3M | +3.8% | +1.6% | +2.1% | +2.8% |
| 6M | +22.3% | +25.2% | -2.9% | +14.4% |
| YTD | -7.8% | +3.8% | -11.6% | -9.7% |
| 1Y | -0.3% | +36.3% | -36.7% | -9.4% |
| 3Y | +57.1% | +116.3% | -59.2% | +19.6% |
| 5Y | +137.0% | +28.2% | +108.8% | +94.4% |
| 10Y | +946.8% | -3.4% | +950.2% | +560.5% |
| All | +946.8% | -6.4% | +953.2% | +560.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling