+636.8%
APO vs USFR
+28.6%
+608.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +3.5% | +0.1% | +3.4% | +3.4% |
| 30D | +4.4% | +0.4% | +4.0% | +4.1% |
| 3M | -12.1% | +1.0% | -13.1% | -12.7% |
| 6M | -7.2% | +2.0% | -9.3% | -8.5% |
| YTD | -15.1% | +3.4% | -18.6% | -17.0% |
| 1Y | -7.7% | +4.1% | -11.7% | -10.1% |
| 3Y | +49.6% | +14.4% | +35.2% | +37.0% |
| 5Y | +78.3% | +21.4% | +56.9% | +57.2% |
| 10Y | +827.7% | +28.5% | +799.2% | +699.3% |
| All | +636.8% | +28.6% | +608.2% | +523.6% |
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