+888.6%
APO vs QSR
+211.0%
+677.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -0.2% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | +3.9% | +5.9% | -2.1% | +0.7% |
| 3M | +3.8% | +10.5% | -6.7% | -1.9% |
| 6M | +22.3% | +7.7% | +14.6% | +16.6% |
| YTD | -7.8% | +16.8% | -24.6% | -16.0% |
| 1Y | -0.3% | +30.9% | -31.2% | -14.8% |
| 3Y | +57.1% | +28.2% | +28.9% | +31.9% |
| 5Y | +137.0% | +45.0% | +92.0% | +84.4% |
| 10Y | +946.8% | +127.3% | +819.5% | +530.5% |
| All | +888.6% | +211.0% | +677.7% | +435.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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