+857.2%
APO vs PR
+66.0%
+791.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.4% | -0.7% |
| 7D | +0.8% | -16.4% | +17.2% | +2.8% |
| 30D | +1.0% | -1.9% | +2.9% | +1.1% |
| 3M | -8.4% | +8.0% | -16.4% | -9.6% |
| 6M | -9.1% | +4.1% | -13.2% | -10.1% |
| YTD | -18.3% | +58.7% | -77.0% | -23.5% |
| 1Y | -8.0% | +75.8% | -83.8% | -14.9% |
| 3Y | +47.1% | +73.2% | -26.1% | +35.7% |
| 5Y | +67.2% | +230.1% | -163.0% | +41.8% |
| All | +857.2% | +66.0% | +791.2% | +768.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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