+1,651.7%
APO vs RGEN
+4,552.8%
-2,901.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | +0.2% | -3.1% | +3.3% | +0.8% |
| 30D | +3.1% | +0.1% | +3.1% | +3.0% |
| 3M | -12.0% | +4.8% | -16.7% | -13.2% |
| 6M | -5.0% | +48.9% | -53.9% | -13.0% |
| YTD | -14.0% | +5.3% | -19.3% | -16.2% |
| 1Y | -5.9% | +12.5% | -18.4% | -9.5% |
| 3Y | +51.6% | +17.0% | +34.6% | +40.1% |
| 5Y | +80.8% | -35.4% | +116.1% | +78.0% |
| 10Y | +839.9% | +434.6% | +405.3% | +577.3% |
| All | +1,651.7% | +4,552.8% | -2,901.2% | +936.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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