+916.7%
APO vs MKTX
+5.0%
+911.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -3.5% | -0.2% | -3.3% | -3.5% |
| 30D | -6.6% | +0.7% | -7.3% | -6.7% |
| 3M | -3.3% | +40.8% | -44.1% | -12.0% |
| 6M | +22.6% | -8.0% | +30.6% | +23.8% |
| YTD | -9.8% | -8.7% | -1.0% | -9.0% |
| 1Y | -3.9% | -11.8% | +8.0% | -2.4% |
| 3Y | +52.5% | -24.0% | +76.5% | +53.4% |
| 5Y | +134.0% | -60.3% | +194.3% | +186.3% |
| All | +916.7% | +5.0% | +911.6% | +783.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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