+487.9%
DIA vs APO
+1,604.8%
-1,117.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -1.6% | +0.2% | -1.8% | -1.7% |
| 30D | +1.3% | +3.1% | -1.8% | +0.3% |
| 3M | -2.1% | -12.0% | +9.9% | +1.1% |
| 6M | +6.2% | -5.0% | +11.2% | +6.9% |
| YTD | +10.3% | -14.0% | +24.3% | +13.3% |
| 1Y | +11.0% | -5.9% | +16.9% | +11.0% |
| 3Y | +60.4% | +51.6% | +8.8% | +36.2% |
| 5Y | +59.1% | +80.8% | -21.7% | +24.5% |
| 10Y | +237.1% | +839.9% | -602.9% | +66.0% |
| All | +487.9% | +1,604.8% | -1,117.0% | +139.8% |
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 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