+1,103.8%
APO vs PR
+169.5%
+934.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.4% |
| 7D | -1.0% | +2.9% | -3.9% | -1.4% |
| 30D | +3.5% | +18.0% | -14.6% | +1.3% |
| 3M | +4.5% | +16.9% | -12.3% | +2.3% |
| 6M | +22.8% | +28.2% | -5.4% | +18.5% |
| YTD | -6.5% | +69.3% | -75.8% | -12.9% |
| 1Y | +0.8% | +69.5% | -68.7% | -6.2% |
| 3Y | +62.0% | +81.7% | -19.7% | +48.8% |
| 5Y | +138.2% | +422.2% | -284.0% | +94.7% |
| 10Y | +940.3% | +110.4% | +829.9% | +790.2% |
| All | +1,103.8% | +169.5% | +934.4% | +901.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling