+138.8%
APO vs S
-56.8%
+195.6%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.2% |
| 6M | +22.8% | +47.4% | -24.6% | +11.2% |
| YTD | -6.5% | +32.5% | -39.0% | -13.6% |
| 1Y | +0.8% | +9.5% | -8.7% | -3.5% |
| 3Y | +62.0% | +15.5% | +46.4% | +48.5% |
| 5Y | +138.2% | -71.2% | +209.5% | +150.1% |
| All | +138.8% | -56.8% | +195.6% | +145.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling