+138.2%
IBM vs APO
+67.1%
+71.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.4% | -0.8% |
| 7D | -5.0% | +0.8% | -5.8% | -5.2% |
| 30D | +11.1% | +1.0% | +10.1% | +10.7% |
| 3M | +5.7% | -8.4% | +14.1% | +7.5% |
| 6M | +10.1% | -9.1% | +19.2% | +11.8% |
| YTD | -15.6% | -18.3% | +2.7% | -12.6% |
| 1Y | -19.5% | -8.0% | -11.6% | -18.7% |
| 3Y | +80.4% | +47.1% | +33.3% | +63.7% |
| All | +138.2% | +67.1% | +71.1% | +104.3% |
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