+1,737.6%
APO vs AJG
+1,021.1%
+716.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.1% | +1.6% |
| 7D | -3.5% | -8.3% | +4.8% | +1.9% |
| 30D | -6.6% | -5.7% | -0.9% | -3.3% |
| 3M | -3.3% | +9.1% | -12.4% | -10.5% |
| 6M | +22.6% | +15.2% | +7.4% | +8.6% |
| YTD | -9.8% | -6.3% | -3.5% | -8.9% |
| 1Y | -3.9% | -19.1% | +15.2% | +7.1% |
| 3Y | +52.5% | +8.2% | +44.2% | +31.7% |
| 5Y | +134.0% | +75.6% | +58.4% | +37.8% |
| 10Y | +933.3% | +471.1% | +462.2% | +141.6% |
| All | +1,737.6% | +1,021.1% | +716.5% | +153.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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