+131.9%
JPM vs APO
+81.1%
+50.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -2.5% | +0.2% | -2.6% | -2.5% |
| 30D | +2.7% | +3.1% | -0.4% | +1.4% |
| 3M | -4.7% | -12.0% | +7.3% | -0.7% |
| 6M | +15.6% | -5.0% | +20.5% | +16.6% |
| YTD | +8.6% | -14.0% | +22.6% | +12.9% |
| 1Y | +10.9% | -5.9% | +16.8% | +11.2% |
| 3Y | +149.9% | +51.6% | +98.3% | +104.6% |
| 5Y | +131.9% | +80.8% | +51.1% | +67.2% |
| All | +131.9% | +81.1% | +50.9% | +67.2% |
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 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