+779.2%
CME vs APO
+1,753.5%
-974.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -1.6% | -1.0% | -0.6% | -1.4% |
| 30D | +6.2% | +3.5% | +2.8% | +5.4% |
| 3M | +10.4% | +4.5% | +5.9% | +9.2% |
| 6M | -9.5% | +22.8% | -32.3% | -13.6% |
| YTD | +6.0% | -6.5% | +12.5% | +6.2% |
| 1Y | +9.3% | +0.8% | +8.4% | +7.5% |
| 3Y | +57.7% | +62.0% | -4.3% | +34.0% |
| 5Y | +77.7% | +138.2% | -60.6% | +33.5% |
| 10Y | +281.2% | +940.3% | -659.0% | +98.3% |
| All | +779.2% | +1,753.5% | -974.3% | +284.3% |
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 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