-15.8%
F vs APO
+67.1%
-82.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | +1.6% | +0.8% | +0.8% | +1.0% |
| 30D | +2.6% | +1.0% | +1.6% | +1.9% |
| 3M | -8.8% | -8.4% | -0.4% | -5.7% |
| 6M | +4.6% | -9.1% | +13.7% | +7.7% |
| YTD | -1.9% | -18.3% | +16.4% | +5.1% |
| 1Y | -0.8% | -8.0% | +7.2% | 0.0% |
| 3Y | +43.5% | +47.1% | -3.6% | +0.2% |
| All | -15.8% | +67.1% | -82.9% | -47.4% |
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