+129.2%
APO vs NRG
+194.8%
-65.6%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.3% |
| 7D | -3.5% | -4.7% | +1.2% | -2.0% |
| 30D | -6.6% | -6.0% | -0.6% | -5.0% |
| 3M | -3.3% | -8.0% | +4.7% | -2.7% |
| 6M | +22.6% | -23.2% | +45.8% | +29.5% |
| YTD | -9.8% | -28.1% | +18.3% | -3.2% |
| 1Y | -3.9% | -27.3% | +23.4% | +1.6% |
| 3Y | +52.5% | +208.7% | -156.2% | -23.1% |
| All | +129.2% | +194.8% | -65.6% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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