+908.2%
APO vs RJF
+429.5%
+478.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -1.5% |
| 7D | -4.9% | -4.2% | -0.7% | -1.9% |
| 30D | -8.4% | -3.6% | -4.8% | -6.0% |
| 3M | -2.1% | +15.6% | -17.7% | -12.0% |
| 6M | +19.2% | +17.6% | +1.6% | +5.7% |
| YTD | -10.5% | +9.2% | -19.7% | -16.4% |
| 1Y | -2.7% | +5.5% | -8.2% | -6.7% |
| 3Y | +52.5% | +70.3% | -17.8% | +5.0% |
| 5Y | +132.1% | +106.0% | +26.1% | +39.8% |
| All | +908.2% | +429.5% | +478.8% | +242.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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