+39.9%
CL vs APO
+67.1%
-27.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.7% | -2.1% |
| 7D | +1.3% | +0.8% | +0.5% | +1.3% |
| 30D | +11.4% | +1.0% | +10.3% | +11.3% |
| 3M | +4.4% | -8.4% | +12.8% | +4.6% |
| 6M | +10.8% | -9.1% | +19.9% | +11.0% |
| YTD | +25.1% | -18.3% | +43.5% | +25.7% |
| 1Y | +28.0% | -8.0% | +35.9% | +28.0% |
| 3Y | +37.6% | +47.1% | -9.4% | +31.6% |
| All | +39.9% | +67.1% | -27.2% | +28.5% |
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