+1,563.3%
APO vs M
+70.9%
+1,492.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.1% | +0.8% |
| 7D | +0.8% | -4.3% | +5.1% | +2.0% |
| 30D | +1.0% | +1.3% | -0.2% | +0.7% |
| 3M | -8.4% | -7.4% | -1.0% | -6.8% |
| 6M | -9.1% | +18.3% | -27.4% | -13.9% |
| YTD | -18.3% | +7.6% | -25.9% | -21.0% |
| 1Y | -8.0% | +17.4% | -25.4% | -13.2% |
| 3Y | +47.1% | +108.4% | -61.3% | +12.6% |
| 5Y | +67.2% | -10.6% | +77.8% | +51.2% |
| 10Y | +871.8% | -3.2% | +875.0% | +547.6% |
| All | +1,563.3% | +70.9% | +1,492.4% | +777.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling