+1,777.9%
APO vs PBR
+100.0%
+1,677.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.5% | -4.9% | -2.2% |
| 7D | +0.1% | +2.5% | -2.4% | -0.5% |
| 30D | +3.9% | +19.4% | -15.5% | -0.4% |
| 3M | +3.8% | +20.8% | -17.0% | -1.1% |
| 6M | +22.3% | +23.5% | -1.2% | +15.1% |
| YTD | -7.8% | +83.4% | -91.2% | -21.2% |
| 1Y | -0.3% | +77.6% | -77.9% | -14.4% |
| 3Y | +57.1% | +99.9% | -42.7% | +29.4% |
| 5Y | +137.0% | +567.7% | -430.8% | +41.2% |
| 10Y | +946.8% | +621.5% | +325.3% | +445.6% |
| All | +1,777.9% | +100.0% | +1,677.9% | +1,205.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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