+417.2%
APO vs NTR
+97.9%
+319.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | -3.5% | -1.3% | -2.2% | -3.0% |
| 30D | -6.6% | +16.8% | -23.3% | -12.2% |
| 3M | -3.3% | +20.7% | -24.0% | -10.7% |
| 6M | +22.6% | +0.5% | +22.1% | +20.3% |
| YTD | -9.8% | +29.2% | -39.0% | -21.0% |
| 1Y | -3.9% | +39.6% | -43.5% | -19.3% |
| 3Y | +52.5% | +37.9% | +14.6% | +25.0% |
| 5Y | +134.0% | +47.1% | +86.9% | +63.4% |
| All | +417.2% | +97.9% | +319.2% | +144.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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