+916.7%
APO vs SHAK
+87.2%
+829.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.3% | 0.0% |
| 7D | -3.5% | -8.3% | +4.8% | -1.2% |
| 30D | -6.6% | -12.6% | +6.1% | -3.1% |
| 3M | -3.3% | +9.1% | -12.4% | -6.5% |
| 6M | +22.6% | -31.2% | +53.8% | +31.7% |
| YTD | -9.8% | -21.6% | +11.8% | -7.1% |
| 1Y | -3.9% | -38.8% | +34.9% | +5.9% |
| 3Y | +52.5% | +0.6% | +51.9% | +38.0% |
| 5Y | +134.0% | -22.5% | +156.5% | +115.5% |
| All | +916.7% | +87.2% | +829.5% | +512.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 10y: compounded portfolio wealth divided by compounded SHAK 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…
10y analysis · Full analysis span regression · 6 months rolling