-47.8%
CLF vs APO
+138.1%
-185.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.6% |
| 3M | -13.4% | +4.5% | -17.9% | -15.9% |
| 6M | +15.4% | +22.8% | -7.4% | +1.4% |
| YTD | -5.9% | -6.5% | +0.6% | -3.6% |
| 1Y | +18.8% | +0.8% | +18.0% | +15.2% |
| 3Y | -19.4% | +62.0% | -81.4% | -43.2% |
| All | -47.8% | +138.1% | -185.9% | -73.2% |
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