+82.7%
APO vs RF
+45.3%
+37.4%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.9% |
| 7D | +8.1% | +0.3% | +7.7% | +8.0% |
| 30D | +3.4% | +6.2% | -2.7% | -0.2% |
| 3M | -6.6% | -7.8% | +1.2% | -1.6% |
| 6M | -7.1% | +5.9% | -13.0% | -10.6% |
| YTD | -14.1% | +9.0% | -23.2% | -19.0% |
| 1Y | -4.7% | +19.3% | -23.9% | -14.9% |
| 3Y | +51.3% | +116.4% | -65.1% | -5.1% |
| 5Y | +82.7% | +46.0% | +36.7% | +40.3% |
| All | +82.7% | +45.3% | +37.4% | +40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling