+860.6%
CME vs APO
+1,518.9%
-658.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | +0.9% | +0.8% | +0.1% | +0.7% |
| 30D | +13.2% | +1.0% | +12.1% | +12.8% |
| 3M | +16.3% | -8.4% | +24.7% | +17.8% |
| 6M | +7.1% | -9.1% | +16.2% | +8.4% |
| YTD | +15.8% | -18.3% | +34.2% | +18.8% |
| 1Y | +17.1% | -8.0% | +25.1% | +17.1% |
| 3Y | +63.2% | +47.1% | +16.1% | +41.0% |
| 5Y | +70.2% | +67.2% | +3.0% | +38.5% |
| 10Y | +337.0% | +871.8% | -534.8% | +129.7% |
| All | +860.6% | +1,518.9% | -658.3% | +329.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling