+1,659.1%
APO vs OMC
+196.3%
+1,462.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.0% |
| 7D | +5.8% | +1.9% | +3.9% | +4.7% |
| 30D | +8.9% | +12.2% | -3.3% | +2.3% |
| 3M | -13.6% | +0.6% | -14.2% | -14.1% |
| 6M | -5.4% | +21.0% | -26.4% | -16.0% |
| YTD | -13.6% | +12.4% | -26.0% | -21.6% |
| 1Y | -2.5% | +25.4% | -27.9% | -17.4% |
| 3Y | +50.9% | +29.2% | +21.7% | +22.3% |
| 5Y | +81.4% | +52.6% | +28.8% | +30.1% |
| 10Y | +843.9% | +53.6% | +790.3% | +521.1% |
| All | +1,659.1% | +196.3% | +1,462.8% | +626.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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