+1,659.1%
APO vs NOC
+1,104.5%
+554.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | +5.8% | +4.8% | +0.9% | +3.9% |
| 30D | +8.9% | +11.0% | -2.2% | +4.4% |
| 3M | -13.6% | -3.8% | -9.8% | -12.7% |
| 6M | -5.4% | +0.6% | -6.0% | -6.2% |
| YTD | -13.6% | -2.3% | -11.3% | -14.6% |
| 1Y | -2.5% | +0.3% | -2.7% | -4.7% |
| 3Y | +50.9% | +24.6% | +26.3% | +30.2% |
| 5Y | +81.4% | +66.0% | +15.4% | +27.1% |
| 10Y | +843.9% | +161.2% | +682.7% | +393.4% |
| All | +1,659.1% | +1,104.5% | +554.6% | +233.5% |
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