+132.1%
APO vs AGI
+389.6%
-257.5%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.3% | +1.0% | -2.1% |
| 7D | -4.9% | -5.3% | +0.4% | -4.4% |
| 30D | -8.4% | +6.8% | -15.2% | -9.0% |
| 3M | -2.1% | +8.3% | -10.4% | -2.9% |
| 6M | +19.2% | -29.2% | +48.5% | +22.2% |
| YTD | -10.5% | -7.3% | -3.3% | -11.6% |
| 1Y | -2.7% | +8.0% | -10.7% | -5.9% |
| 3Y | +52.5% | +206.6% | -154.1% | +25.7% |
| 5Y | +132.1% | +398.1% | -266.1% | +80.4% |
| All | +132.1% | +389.6% | -257.5% | +80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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