+137.9%
APO vs PR
+433.6%
-295.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.2% |
| 7D | -1.0% | +2.9% | -3.9% | -1.8% |
| 30D | +3.5% | +18.0% | -14.6% | -1.3% |
| 3M | +4.5% | +16.9% | -12.3% | -0.6% |
| 6M | +22.8% | +28.2% | -5.4% | +12.8% |
| YTD | -6.5% | +69.3% | -75.8% | -21.2% |
| 1Y | +0.8% | +69.5% | -68.7% | -15.5% |
| 3Y | +62.0% | +81.7% | -19.7% | +30.6% |
| All | +137.9% | +433.6% | -295.7% | +39.7% |
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