+10.1%
CME vs APO
+1.0%
+9.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -1.1% |
| 7D | -2.9% | +0.1% | -3.0% | -2.9% |
| 30D | +5.5% | +3.9% | +1.7% | +5.7% |
| 3M | +11.0% | +3.8% | +7.2% | +11.2% |
| 6M | -9.7% | +22.3% | -32.0% | -8.8% |
| YTD | +4.9% | -7.8% | +12.7% | +6.1% |
| 1Y | +10.1% | -0.3% | +10.4% | +11.5% |
| All | +10.1% | +1.0% | +9.0% | +11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling