+585.7%
JPM vs APO
+936.6%
-350.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.6% |
| 7D | -2.3% | -4.9% | +2.5% | -0.4% |
| 30D | -2.3% | -8.4% | +6.1% | +1.0% |
| 3M | +14.9% | -2.1% | +16.9% | +15.1% |
| 6M | +23.6% | +19.2% | +4.4% | +13.5% |
| YTD | +11.3% | -10.5% | +21.8% | +14.4% |
| 1Y | +19.9% | -2.7% | +22.6% | +18.1% |
| 3Y | +162.6% | +52.5% | +110.1% | +106.9% |
| 5Y | +154.6% | +132.1% | +22.6% | +59.5% |
| All | +585.7% | +936.6% | -350.9% | +134.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling