+839.9%
APO vs RF
+241.0%
+598.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | +0.2% | -1.3% | +1.5% | +1.0% |
| 30D | +3.1% | +4.6% | -1.5% | +0.8% |
| 3M | -12.0% | -8.4% | -3.5% | -7.6% |
| 6M | -5.0% | +8.9% | -13.8% | -9.4% |
| YTD | -14.0% | +8.8% | -22.8% | -18.0% |
| 1Y | -5.9% | +18.9% | -24.8% | -14.5% |
| 3Y | +51.6% | +116.0% | -64.4% | +0.3% |
| 5Y | +80.8% | +46.0% | +34.8% | +43.4% |
| 10Y | +839.9% | +231.7% | +608.2% | +375.5% |
| All | +839.9% | +241.0% | +598.9% | +375.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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