+50.9%
APO vs REPL
+97.7%
-46.9%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.2% | +1.8% |
| 7D | +5.8% | +1.2% | +4.5% | +5.7% |
| 30D | +8.9% | +92.2% | -83.3% | +8.0% |
| 3M | -13.6% | +44.1% | -57.8% | -14.1% |
| 6M | -5.4% | +313.0% | -318.4% | -7.4% |
| YTD | -13.6% | +125.2% | -138.8% | -15.4% |
| 1Y | -2.5% | +143.8% | -146.2% | -4.6% |
| 3Y | +50.9% | +104.2% | -53.3% | +43.8% |
| All | +50.9% | +97.7% | -46.9% | +43.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling