+109.4%
APO vs FGI
-70.0%
+179.4%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.4% |
| 7D | +8.1% | -4.1% | +12.2% | +8.2% |
| 30D | +3.4% | -3.4% | +6.8% | +3.5% |
| 3M | -6.6% | +61.8% | -68.4% | -9.8% |
| 6M | -7.1% | +17.0% | -24.1% | -9.7% |
| YTD | -14.1% | +31.4% | -45.5% | -18.3% |
| 1Y | -4.7% | +42.7% | -47.4% | -10.0% |
| 3Y | +51.3% | -0.1% | +51.4% | +40.6% |
| All | +109.4% | -70.0% | +179.4% | +102.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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