+137.0%
APO vs DG
-37.3%
+174.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.0% | +2.6% | -1.2% |
| 7D | +0.1% | -2.5% | +2.5% | +0.2% |
| 30D | +3.9% | +1.0% | +2.9% | +3.8% |
| 3M | +3.8% | +20.3% | -16.6% | +2.8% |
| 6M | +22.3% | -11.7% | +34.0% | +22.8% |
| YTD | -7.8% | -2.3% | -5.5% | -7.9% |
| 1Y | -0.3% | +20.0% | -20.3% | -1.4% |
| 3Y | +57.1% | +7.2% | +49.9% | +57.0% |
| 5Y | +137.0% | -37.9% | +174.9% | +160.3% |
| All | +137.0% | -37.3% | +174.2% | +160.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling