+916.7%
APO vs NOC
+192.5%
+724.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -3.5% | +0.8% | -4.3% | -3.8% |
| 30D | -6.6% | -9.7% | +3.1% | -3.5% |
| 3M | -3.3% | -5.6% | +2.4% | -1.7% |
| 6M | +22.6% | -28.6% | +51.2% | +35.9% |
| YTD | -9.8% | -7.9% | -1.9% | -8.8% |
| 1Y | -3.9% | -9.5% | +5.6% | -2.5% |
| 3Y | +52.5% | +28.4% | +24.1% | +31.3% |
| 5Y | +134.0% | +59.0% | +75.1% | +70.7% |
| All | +916.7% | +192.5% | +724.2% | +509.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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