+711.6%
APO vs USFR
+27.5%
+684.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -1.0% | +0.1% | -1.1% | -1.1% |
| 30D | +3.5% | +0.3% | +3.2% | +3.3% |
| 3M | +4.5% | +1.0% | +3.5% | +3.9% |
| 6M | +22.8% | +1.9% | +20.8% | +21.2% |
| YTD | -6.5% | +2.6% | -9.1% | -8.1% |
| 1Y | +0.8% | +4.0% | -3.2% | -1.8% |
| 3Y | +62.0% | +14.1% | +47.9% | +48.6% |
| 5Y | +138.2% | +20.4% | +117.8% | +111.2% |
| 10Y | +940.3% | +28.0% | +912.3% | +799.5% |
| All | +711.6% | +27.5% | +684.0% | +590.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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