+52.1%
CME vs APO
+52.1%
0.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.6% |
| 7D | -1.6% | -3.5% | +1.9% | -1.7% |
| 30D | +5.6% | -6.6% | +12.1% | +5.4% |
| 3M | +5.6% | -3.3% | +8.9% | +5.5% |
| 6M | -8.3% | +22.6% | -30.9% | -7.5% |
| YTD | +4.3% | -9.8% | +14.1% | +4.4% |
| 1Y | +9.1% | -3.9% | +13.0% | +9.4% |
| 3Y | +52.1% | +52.5% | -0.4% | +57.3% |
| All | +52.1% | +52.1% | 0.0% | +57.3% |
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