+385.7%
APO vs REPL
-7.7%
+393.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -1.3% |
| 7D | +0.1% | -5.7% | +5.8% | +0.4% |
| 30D | +3.9% | +22.5% | -18.6% | +2.8% |
| 3M | +3.8% | +64.7% | -60.9% | -1.0% |
| 6M | +22.3% | +83.0% | -60.7% | +10.6% |
| YTD | -7.8% | +52.0% | -59.8% | -16.0% |
| 1Y | -0.3% | +144.5% | -144.9% | -15.0% |
| 3Y | +57.1% | -25.1% | +82.2% | +28.1% |
| 5Y | +137.0% | -52.9% | +189.8% | +97.8% |
| All | +385.7% | -7.7% | +393.4% | +220.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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