+853.3%
APO vs DG
+105.2%
+748.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.1% | +1.8% |
| 7D | +5.8% | +0.3% | +5.5% | +5.7% |
| 30D | +8.9% | +3.2% | +5.7% | +8.5% |
| 3M | -13.6% | +10.4% | -24.1% | -14.8% |
| 6M | -5.4% | +33.2% | -38.5% | -9.2% |
| YTD | -13.6% | +3.0% | -16.6% | -14.5% |
| 1Y | -2.5% | +31.2% | -33.7% | -6.8% |
| 3Y | +50.9% | +21.8% | +29.0% | +41.1% |
| 5Y | +81.4% | -35.0% | +116.4% | +97.4% |
| All | +853.3% | +105.2% | +748.1% | +706.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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