+44.7%
EWZ vs APO
+61.7%
-17.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | +6.5% | -1.0% | +7.5% | +6.7% |
| 30D | +4.8% | +3.5% | +1.4% | +4.1% |
| 3M | +9.9% | +4.5% | +5.4% | +8.7% |
| 6M | +1.9% | +22.8% | -20.8% | -2.2% |
| YTD | +20.3% | -6.5% | +26.8% | +21.1% |
| 1Y | +35.6% | +0.8% | +34.8% | +33.9% |
| All | +44.7% | +61.7% | -17.0% | +25.1% |
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