+916.7%
APO vs DGX
+255.3%
+661.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.8% | +0.2% |
| 7D | -3.5% | -0.9% | -2.6% | -3.2% |
| 30D | -6.6% | -1.2% | -5.4% | -6.1% |
| 3M | -3.3% | +15.8% | -19.0% | -9.2% |
| 6M | +22.6% | +18.2% | +4.4% | +13.8% |
| YTD | -9.8% | +37.2% | -47.0% | -21.9% |
| 1Y | -3.9% | +30.4% | -34.2% | -15.2% |
| 3Y | +52.5% | +96.7% | -44.2% | +8.3% |
| 5Y | +134.0% | +67.2% | +66.8% | +77.0% |
| All | +916.7% | +255.3% | +661.3% | +406.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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