+1,766.1%
APO vs NRG
+616.5%
+1,149.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.6% | +2.9% | +0.4% |
| 7D | -1.0% | +3.9% | -4.8% | -2.2% |
| 30D | -0.4% | -3.0% | +2.6% | +0.2% |
| 3M | -0.9% | -10.9% | +10.0% | +0.8% |
| 6M | +22.1% | -25.3% | +47.4% | +29.6% |
| YTD | -8.4% | -26.8% | +18.5% | -2.9% |
| 1Y | -0.9% | -23.3% | +22.3% | +2.6% |
| 3Y | +56.1% | +208.6% | -152.5% | +1.8% |
| 5Y | +136.0% | +194.1% | -58.1% | +54.3% |
| 10Y | +949.3% | +1,123.6% | -174.3% | +386.3% |
| All | +1,766.1% | +616.5% | +1,149.6% | +896.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling