+1,737.6%
APO vs NYT
+705.0%
+1,032.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.4% | +0.7% |
| 7D | -3.5% | -0.6% | -2.9% | -3.3% |
| 30D | -6.6% | +4.6% | -11.1% | -8.1% |
| 3M | -3.3% | -9.6% | +6.3% | -0.6% |
| 6M | +22.6% | -14.0% | +36.6% | +27.7% |
| YTD | -9.8% | -2.8% | -6.9% | -10.4% |
| 1Y | -3.9% | +15.6% | -19.5% | -10.6% |
| 3Y | +52.5% | +56.3% | -3.8% | +25.2% |
| 5Y | +134.0% | +39.5% | +94.5% | +95.2% |
| 10Y | +933.3% | +488.0% | +445.3% | +445.2% |
| All | +1,737.6% | +705.0% | +1,032.6% | +682.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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