+508.2%
BAC vs APO
+1,753.5%
-1,245.2%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.2% |
| 7D | +1.1% | -1.0% | +2.1% | +1.5% |
| 30D | -0.4% | +3.5% | -3.9% | -2.3% |
| 3M | +16.9% | +4.5% | +12.4% | +13.6% |
| 6M | +26.6% | +22.8% | +3.8% | +13.5% |
| YTD | +15.8% | -6.5% | +22.3% | +16.9% |
| 1Y | +27.2% | +0.8% | +26.3% | +23.1% |
| 3Y | +132.4% | +62.0% | +70.4% | +73.2% |
| 5Y | +72.6% | +138.2% | -65.7% | +2.6% |
| 10Y | +389.7% | +940.3% | -550.5% | +36.1% |
| All | +508.2% | +1,753.5% | -1,245.2% | +5.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling