+137.9%
APO vs Z
-64.8%
+202.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | 0.0% |
| 7D | -1.0% | -3.0% | +2.0% | -0.2% |
| 30D | +3.5% | -4.2% | +7.6% | +4.4% |
| 3M | +4.5% | -3.7% | +8.2% | +4.9% |
| 6M | +22.8% | -24.5% | +47.3% | +31.2% |
| YTD | -6.5% | -49.3% | +42.8% | +10.2% |
| 1Y | +0.8% | -58.7% | +59.5% | +24.5% |
| 3Y | +62.0% | -34.1% | +96.1% | +70.9% |
| All | +137.9% | -64.8% | +202.7% | +141.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 5y: compounded portfolio wealth divided by compounded Z 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…
5y analysis · Full analysis span regression · 6 months rolling