+1,804.4%
APO vs UL
+217.2%
+1,587.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -1.0% | -1.3% | +0.3% | -0.5% |
| 30D | +3.5% | +0.5% | +3.0% | +3.3% |
| 3M | +4.5% | +17.6% | -13.1% | -2.2% |
| 6M | +22.8% | -5.4% | +28.2% | +24.5% |
| YTD | -6.5% | +0.7% | -7.2% | -7.8% |
| 1Y | +0.8% | -9.3% | +10.1% | +3.3% |
| 3Y | +62.0% | +24.5% | +37.4% | +42.2% |
| 5Y | +138.2% | +23.2% | +115.0% | +106.2% |
| 10Y | +940.3% | +64.5% | +875.8% | +676.2% |
| All | +1,804.4% | +217.2% | +1,587.2% | +893.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling