+18.0%
BAC vs APO
+67.1%
-49.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.5% |
| 7D | -1.2% | +0.8% | -2.0% | -1.6% |
| 30D | -7.7% | +1.0% | -8.7% | -8.2% |
| 3M | -21.2% | -8.4% | -12.8% | -18.8% |
| 6M | -6.8% | -9.1% | +2.3% | -4.4% |
| YTD | -8.7% | -18.3% | +9.6% | -2.8% |
| 1Y | -5.3% | -8.0% | +2.7% | -4.3% |
| 3Y | +87.4% | +47.1% | +40.4% | +49.4% |
| All | +18.0% | +67.1% | -49.1% | -16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling