+1,628.9%
APO vs NOC
+1,101.7%
+527.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | +3.5% | +4.5% | -1.1% | +1.8% |
| 30D | +4.4% | +14.1% | -9.7% | -1.0% |
| 3M | -12.1% | -4.5% | -7.6% | -10.9% |
| 6M | -7.2% | -0.8% | -6.5% | -7.6% |
| YTD | -15.1% | -2.5% | -12.6% | -16.0% |
| 1Y | -7.7% | -0.1% | -7.6% | -9.7% |
| 3Y | +49.6% | +24.6% | +25.0% | +29.1% |
| 5Y | +78.3% | +65.6% | +12.7% | +25.0% |
| 10Y | +827.7% | +160.5% | +667.2% | +385.4% |
| All | +1,628.9% | +1,101.7% | +527.2% | +228.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling