+1,651.7%
APO vs UL
+225.0%
+1,426.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.6% |
| 7D | +0.2% | -1.7% | +1.9% | +0.8% |
| 30D | +3.1% | +4.5% | -1.4% | +1.5% |
| 3M | -12.0% | +5.5% | -17.5% | -13.7% |
| 6M | -5.0% | +17.0% | -22.0% | -10.9% |
| YTD | -14.0% | +3.2% | -17.2% | -16.0% |
| 1Y | -5.9% | -1.9% | -4.1% | -6.5% |
| 3Y | +51.6% | +33.6% | +18.0% | +29.3% |
| 5Y | +80.8% | +31.5% | +49.3% | +52.0% |
| 10Y | +839.9% | +103.9% | +736.0% | +534.4% |
| All | +1,651.7% | +225.0% | +1,426.6% | +805.5% |
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