+1,804.4%
APO vs RGEN
+4,417.5%
-2,613.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.4% |
| 7D | -1.0% | -4.9% | +3.9% | -0.1% |
| 30D | +3.5% | +5.7% | -2.2% | +2.3% |
| 3M | +4.5% | +32.4% | -27.9% | -1.5% |
| 6M | +22.8% | +33.2% | -10.4% | +15.0% |
| YTD | -6.5% | +2.3% | -8.8% | -8.0% |
| 1Y | +0.8% | +39.0% | -38.2% | -7.0% |
| 3Y | +62.0% | -4.6% | +66.6% | +54.9% |
| 5Y | +138.2% | -42.7% | +180.9% | +139.6% |
| 10Y | +940.3% | +433.6% | +506.7% | +654.2% |
| All | +1,804.4% | +4,417.5% | -2,613.1% | +1,038.0% |
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