+78.7%
APO vs PR
+273.3%
-194.6%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.4% |
| 7D | +5.8% | +6.0% | -0.2% | +4.1% |
| 30D | +8.9% | -4.2% | +13.1% | +9.6% |
| 3M | -13.6% | +10.0% | -23.6% | -16.6% |
| 6M | -5.4% | +15.6% | -21.0% | -10.5% |
| YTD | -13.6% | +68.2% | -81.8% | -27.7% |
| 1Y | -2.5% | +79.2% | -81.7% | -20.0% |
| 3Y | +50.9% | +94.9% | -44.1% | +19.1% |
| All | +78.7% | +273.3% | -194.6% | +16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling