+853.3%
APO vs PLUG
-25.0%
+878.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -10.5% | +12.2% | +2.9% |
| 7D | +5.8% | -23.4% | +29.2% | +8.6% |
| 30D | +8.9% | -23.4% | +32.3% | +11.6% |
| 3M | -13.6% | -51.7% | +38.1% | -7.2% |
| 6M | -5.4% | -72.0% | +66.6% | +7.0% |
| YTD | -13.6% | -43.7% | +30.0% | -10.9% |
| 1Y | -2.5% | -55.4% | +52.9% | +2.8% |
| 3Y | +50.9% | -68.0% | +118.9% | +44.5% |
| 5Y | +81.4% | -97.4% | +178.8% | +126.1% |
| All | +853.3% | -25.0% | +878.3% | +707.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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