-2.5%
APO vs DG
+31.9%
-34.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +8.7% |
| 3M | -13.6% | +10.4% | -24.1% | -14.1% |
| 6M | -5.4% | +33.2% | -38.5% | -7.5% |
| YTD | -13.6% | +3.0% | -16.6% | -14.1% |
| 1Y | -2.5% | +31.2% | -33.7% | -4.9% |
| All | -2.5% | +31.9% | -34.4% | -4.9% |
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