-17.5%
CLF vs APO
+61.7%
-79.2%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +2.1% |
| 7D | +7.6% | -1.0% | +8.6% | +8.1% |
| 30D | -1.2% | +3.5% | -4.7% | -3.4% |
| 3M | -13.4% | +4.5% | -17.9% | -15.7% |
| 6M | +15.4% | +22.8% | -7.4% | +2.7% |
| YTD | -5.9% | -6.5% | +0.6% | -3.4% |
| 1Y | +18.8% | +0.8% | +18.0% | +15.9% |
| All | -17.5% | +61.7% | -79.2% | -25.7% |
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