+949.3%
APO vs AG
+64.8%
+884.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -0.8% |
| 7D | -1.0% | -0.1% | -0.9% | -1.0% |
| 30D | -0.4% | +12.5% | -12.8% | -1.3% |
| 3M | -0.9% | +28.2% | -29.0% | -2.9% |
| 6M | +22.1% | -18.8% | +41.0% | +23.0% |
| YTD | -8.4% | +27.4% | -35.8% | -11.5% |
| 1Y | -0.9% | +132.2% | -133.1% | -9.3% |
| 3Y | +56.1% | +286.9% | -230.7% | +34.4% |
| 5Y | +136.0% | +72.8% | +63.2% | +109.8% |
| 10Y | +949.3% | +74.6% | +874.7% | +815.4% |
| All | +949.3% | +64.8% | +884.5% | +815.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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