+136.0%
APO vs NOC
+55.2%
+80.8%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.6% |
| 7D | -1.0% | -1.6% | +0.6% | -0.9% |
| 30D | -0.4% | -10.4% | +10.0% | +0.5% |
| 3M | -0.9% | -5.6% | +4.7% | -0.5% |
| 6M | +22.1% | -30.4% | +52.5% | +24.7% |
| YTD | -8.4% | -8.5% | +0.1% | -8.4% |
| 1Y | -0.9% | -8.3% | +7.4% | -1.0% |
| 3Y | +56.1% | +28.2% | +27.9% | +51.1% |
| 5Y | +136.0% | +56.7% | +79.3% | +106.1% |
| All | +136.0% | +55.2% | +80.8% | +106.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling