+908.2%
APO vs UL
+65.6%
+842.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -1.0% | -1.9% |
| 7D | -4.9% | -4.1% | -0.8% | -3.6% |
| 30D | -8.4% | -1.2% | -7.2% | -8.1% |
| 3M | -2.1% | +6.0% | -8.0% | -4.3% |
| 6M | +19.2% | -5.5% | +24.7% | +20.8% |
| YTD | -10.5% | -3.3% | -7.2% | -10.5% |
| 1Y | -2.7% | -9.8% | +7.1% | -0.5% |
| 3Y | +52.5% | +20.1% | +32.3% | +36.7% |
| 5Y | +132.1% | +19.2% | +112.9% | +104.8% |
| All | +908.2% | +65.6% | +842.6% | +764.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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