+649.6%
APO vs USFR
+28.6%
+621.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +5.8% | +0.1% | +5.7% | +5.7% |
| 30D | +8.9% | +0.4% | +8.5% | +8.6% |
| 3M | -13.6% | +1.1% | -14.7% | -14.2% |
| 6M | -5.4% | +2.0% | -7.4% | -6.6% |
| YTD | -13.6% | +3.5% | -17.1% | -15.6% |
| 1Y | -2.5% | +4.1% | -6.6% | -5.0% |
| 3Y | +50.9% | +14.4% | +36.5% | +38.2% |
| 5Y | +81.4% | +21.4% | +60.0% | +59.9% |
| 10Y | +843.9% | +28.6% | +815.4% | +713.2% |
| All | +649.6% | +28.6% | +621.0% | +534.4% |
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