+137.9%
APO vs S
-71.4%
+209.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -1.0% | -7.7% | +6.7% | +0.7% |
| 30D | +3.5% | -5.3% | +8.8% | +4.4% |
| 3M | +4.5% | +20.3% | -15.7% | -0.4% |
| 6M | +22.8% | +47.4% | -24.6% | +10.8% |
| YTD | -6.5% | +32.5% | -39.0% | -13.8% |
| 1Y | +0.8% | +9.5% | -8.7% | -3.6% |
| 3Y | +62.0% | +15.5% | +46.4% | +47.7% |
| All | +137.9% | -71.4% | +209.3% | +162.2% |
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