+191.7%
COP vs APO
+134.3%
+57.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.9% |
| 7D | -0.8% | +0.1% | -0.9% | -0.9% |
| 30D | +15.6% | +3.9% | +11.7% | +14.2% |
| 3M | +14.3% | +3.8% | +10.6% | +12.5% |
| 6M | +17.0% | +22.3% | -5.3% | +9.0% |
| YTD | +47.4% | -7.8% | +55.2% | +48.9% |
| 1Y | +52.4% | -0.3% | +52.7% | +49.5% |
| 3Y | +20.8% | +57.1% | -36.3% | +0.4% |
| 5Y | +191.7% | +137.0% | +54.7% | +100.6% |
| All | +191.7% | +134.3% | +57.4% | +100.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling