+78.7%
APO vs REPL
-35.0%
+113.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.0% |
| 3M | -13.6% | +44.1% | -57.8% | -14.6% |
| 6M | -5.4% | +313.0% | -318.4% | -10.4% |
| YTD | -13.6% | +125.2% | -138.8% | -18.3% |
| 1Y | -2.5% | +143.8% | -146.2% | -8.0% |
| 3Y | +50.9% | +104.2% | -53.3% | +26.2% |
| All | +78.7% | -35.0% | +113.7% | +68.6% |
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