+160.2%
IBM vs APO
+1,753.5%
-1,593.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | -0.3% | -1.0% | +0.7% | -0.1% |
| 30D | +0.3% | +3.5% | -3.2% | -0.6% |
| 3M | -21.6% | +4.5% | -26.1% | -22.8% |
| 6M | -4.7% | +22.8% | -27.5% | -9.9% |
| YTD | -19.1% | -6.5% | -12.6% | -18.4% |
| 1Y | -2.5% | +0.8% | -3.3% | -3.7% |
| 3Y | +74.2% | +62.0% | +12.2% | +50.0% |
| 5Y | +113.1% | +138.2% | -25.1% | +61.7% |
| 10Y | +133.5% | +940.3% | -806.7% | +24.1% |
| All | +160.2% | +1,753.5% | -1,593.3% | +19.3% |
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 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