+64.1%
DIA vs APO
+134.3%
-70.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.8% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | -2.1% | +3.9% | -5.9% | -3.2% |
| 3M | +4.2% | +3.8% | +0.4% | +2.7% |
| 6M | +11.9% | +22.3% | -10.4% | +5.3% |
| YTD | +10.8% | -7.8% | +18.6% | +12.0% |
| 1Y | +17.5% | -0.3% | +17.9% | +15.8% |
| 3Y | +59.9% | +57.1% | +2.8% | +35.1% |
| 5Y | +64.1% | +137.0% | -72.8% | +16.8% |
| All | +64.1% | +134.3% | -70.2% | +16.8% |
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