+76.5%
APO vs S
-66.6%
+143.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +8.0% | -3.4% | +2.9% |
| 7D | +2.3% | +1.6% | +0.7% | +1.9% |
| 30D | +3.0% | -10.5% | +13.5% | +5.1% |
| 3M | -3.7% | +9.9% | -13.6% | -6.8% |
| 6M | -7.5% | +41.8% | -49.3% | -16.1% |
| YTD | -14.5% | +56.8% | -71.3% | -24.9% |
| 1Y | -6.2% | +39.0% | -45.2% | -15.6% |
| 3Y | +51.9% | +53.8% | -1.9% | +29.0% |
| 5Y | +76.5% | -68.6% | +145.1% | +85.4% |
| All | +76.5% | -66.6% | +143.1% | +85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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