+964.4%
APO vs Z
+25.1%
+939.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.1% |
| 7D | -1.0% | -3.0% | +2.0% | -0.3% |
| 30D | +3.5% | -4.2% | +7.6% | +4.3% |
| 3M | +4.5% | -3.7% | +8.2% | +4.9% |
| 6M | +22.8% | -24.5% | +47.3% | +30.2% |
| YTD | -6.5% | -49.3% | +42.8% | +8.2% |
| 1Y | +0.8% | -58.7% | +59.5% | +21.8% |
| 3Y | +62.0% | -34.1% | +96.1% | +69.7% |
| 5Y | +138.2% | -64.5% | +202.8% | +166.3% |
| 10Y | +940.3% | -0.5% | +940.8% | +713.9% |
| All | +964.4% | +25.1% | +939.3% | +665.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling