+305.8%
CME vs APO
+847.3%
-541.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.2% |
| 7D | +2.5% | +0.2% | +2.3% | +2.4% |
| 30D | +13.9% | +3.1% | +10.8% | +13.1% |
| 3M | +22.4% | -12.0% | +34.4% | +24.9% |
| 6M | +12.9% | -5.0% | +17.8% | +13.3% |
| YTD | +19.6% | -14.0% | +33.6% | +21.5% |
| 1Y | +17.7% | -5.9% | +23.6% | +17.3% |
| 3Y | +65.3% | +51.6% | +13.8% | +40.6% |
| 5Y | +75.1% | +80.8% | -5.7% | +37.7% |
| 10Y | +305.8% | +839.9% | -534.2% | +109.4% |
| All | +305.8% | +847.3% | -541.6% | +109.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling