+1,563.3%
APO vs RF
+519.0%
+1,044.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.3% |
| 7D | +0.8% | -0.9% | +1.7% | +1.4% |
| 30D | +1.0% | +6.0% | -5.0% | -1.7% |
| 3M | -8.4% | -8.9% | +0.5% | -4.1% |
| 6M | -9.1% | +2.3% | -11.4% | -10.2% |
| YTD | -18.3% | +7.6% | -25.9% | -21.3% |
| 1Y | -8.0% | +21.2% | -29.1% | -16.2% |
| 3Y | +47.1% | +108.5% | -61.5% | +3.8% |
| 5Y | +67.2% | +43.2% | +23.9% | +37.9% |
| 10Y | +871.8% | +288.1% | +583.8% | +385.2% |
| All | +1,563.3% | +519.0% | +1,044.3% | +570.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling