+956.1%
APO vs PR
+147.8%
+808.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.9% | +0.4% | -3.9% |
| 7D | -1.1% | -16.5% | +15.5% | +0.9% |
| 30D | +1.1% | -4.5% | +5.7% | +1.5% |
| 3M | -9.2% | +8.5% | -17.8% | -10.4% |
| 6M | -9.2% | -3.3% | -5.9% | -9.5% |
| YTD | -18.0% | +55.7% | -73.7% | -23.0% |
| 1Y | -10.9% | +82.0% | -92.9% | -18.0% |
| 3Y | +44.4% | +62.5% | -18.0% | +34.2% |
| 5Y | +67.9% | +223.9% | -156.0% | +42.9% |
| 10Y | +876.2% | +64.2% | +812.0% | +749.8% |
| All | +956.1% | +147.8% | +808.3% | +784.7% |
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 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