+350.3%
APO vs REPL
+39.1%
+311.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.0% | +1.7% | +4.5% |
| 7D | +2.3% | +14.2% | -11.9% | +1.6% |
| 30D | +3.0% | +65.9% | -62.9% | +0.3% |
| 3M | -3.7% | +84.6% | -88.3% | -6.8% |
| 6M | -7.5% | +446.9% | -454.4% | -18.5% |
| YTD | -14.5% | +129.0% | -143.5% | -23.8% |
| 1Y | -6.2% | +167.9% | -174.0% | -17.3% |
| 3Y | +51.9% | +93.9% | -42.0% | +12.6% |
| 5Y | +76.5% | -33.0% | +109.4% | +45.4% |
| All | +350.3% | +39.1% | +311.2% | +190.9% |
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