+1,069.4%
JPM vs APO
+1,753.5%
-684.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | +0.3% | -1.0% | +1.3% | +0.7% |
| 30D | -0.2% | +3.5% | -3.6% | -1.8% |
| 3M | +15.9% | +4.5% | +11.3% | +13.1% |
| 6M | +20.9% | +22.8% | -1.8% | +10.1% |
| YTD | +12.9% | -6.5% | +19.4% | +13.9% |
| 1Y | +20.3% | +0.8% | +19.5% | +16.9% |
| 3Y | +160.9% | +62.0% | +99.0% | +103.0% |
| 5Y | +154.8% | +138.2% | +16.6% | +62.5% |
| 10Y | +591.1% | +940.3% | -349.2% | +135.2% |
| All | +1,069.4% | +1,753.5% | -684.1% | +169.9% |
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