+1,034.5%
JPM vs APO
+1,612.1%
-577.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.8% | +0.3% |
| 7D | +3.5% | +5.8% | -2.3% | +1.2% |
| 30D | +3.3% | +8.9% | -5.6% | -0.3% |
| 3M | -4.2% | -13.6% | +9.5% | +1.1% |
| 6M | +16.4% | -5.4% | +21.8% | +17.8% |
| YTD | +9.5% | -13.6% | +23.1% | +13.7% |
| 1Y | +14.0% | -2.5% | +16.5% | +12.5% |
| 3Y | +153.1% | +50.9% | +102.2% | +102.7% |
| 5Y | +134.9% | +81.4% | +53.5% | +67.5% |
| 10Y | +485.7% | +843.9% | -358.2% | +106.5% |
| All | +1,034.5% | +1,612.1% | -577.6% | +169.3% |
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