+67.0%
APO vs REPL
-35.6%
+102.6%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.0% | -8.4% | -0.6% |
| 7D | +0.8% | +22.8% | -22.0% | +0.2% |
| 30D | +1.0% | +63.8% | -62.7% | -0.3% |
| 3M | -8.4% | +68.1% | -76.5% | -9.8% |
| 6M | -9.1% | +528.5% | -537.6% | -15.0% |
| YTD | -18.3% | +122.4% | -140.8% | -22.7% |
| 1Y | -8.0% | +154.4% | -162.3% | -13.4% |
| 3Y | +47.1% | +68.0% | -20.9% | +26.6% |
| All | +67.0% | -35.6% | +102.6% | +57.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling