-34.9%
DOW vs APO
+54.4%
-89.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | +0.1% | -0.4% |
| 7D | -6.0% | -1.0% | -5.0% | -5.8% |
| 30D | -2.7% | -0.4% | -2.4% | -2.9% |
| 3M | -10.5% | -0.9% | -9.6% | -10.7% |
| 6M | -12.4% | +22.1% | -34.6% | -18.7% |
| YTD | +30.0% | -8.4% | +38.4% | +33.0% |
| 1Y | +27.8% | -0.9% | +28.7% | +26.4% |
| All | -34.9% | +54.4% | -89.3% | -41.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling