+139.4%
BAC vs APO
+62.1%
+77.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | +1.1% | -1.0% | +2.1% | +1.4% |
| 30D | -0.4% | +3.5% | -3.9% | -1.9% |
| 3M | +16.9% | +4.5% | +12.4% | +14.3% |
| 6M | +26.6% | +22.8% | +3.8% | +15.9% |
| YTD | +15.8% | -6.5% | +22.3% | +17.2% |
| 1Y | +27.2% | +0.8% | +26.3% | +24.3% |
| All | +139.4% | +62.1% | +77.3% | +109.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APO.
Daily Out/Under-Performance
Portfolio return minus APO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APO 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 3y: compounded portfolio wealth divided by compounded APO 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…
3y analysis · Full analysis span regression · 6 months rolling