+916.7%
APO vs REGN
+105.3%
+811.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.2% |
| 7D | -3.5% | -5.6% | +2.1% | -2.3% |
| 30D | -6.6% | -2.0% | -4.6% | -6.2% |
| 3M | -3.3% | +28.0% | -31.2% | -8.6% |
| 6M | +22.6% | +1.2% | +21.4% | +21.7% |
| YTD | -9.8% | +1.6% | -11.4% | -10.7% |
| 1Y | -3.9% | +38.2% | -42.1% | -11.9% |
| 3Y | +52.5% | -5.4% | +57.8% | +49.8% |
| 5Y | +134.0% | +21.3% | +112.7% | +114.5% |
| All | +916.7% | +105.3% | +811.4% | +722.1% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 10y: compounded portfolio wealth divided by compounded REGN 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…
10y analysis · Full analysis span regression · 6 months rolling