-2.7%
APO vs DG
+20.1%
-22.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.1% | -2.2% |
| 7D | -4.9% | -6.3% | +1.4% | -4.4% |
| 30D | -8.4% | +2.4% | -10.9% | -8.6% |
| 3M | -2.1% | +12.4% | -14.5% | -3.6% |
| 6M | +19.2% | -14.9% | +34.2% | +22.0% |
| YTD | -10.5% | -6.1% | -4.5% | -10.6% |
| 1Y | -2.7% | +17.9% | -20.6% | -10.0% |
| All | -2.7% | +20.1% | -22.8% | -10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling