+129.2%
APO vs DGX
+66.8%
+62.4%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.8% | +0.4% |
| 7D | -3.5% | -0.9% | -2.6% | -3.3% |
| 30D | -6.6% | -1.2% | -5.4% | -6.3% |
| 3M | -3.3% | +15.8% | -19.0% | -6.9% |
| 6M | +22.6% | +18.2% | +4.4% | +17.3% |
| YTD | -9.8% | +37.2% | -47.0% | -17.7% |
| 1Y | -3.9% | +30.4% | -34.2% | -11.1% |
| 3Y | +52.5% | +96.7% | -44.2% | +19.4% |
| All | +129.2% | +66.8% | +62.4% | +84.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling