+1,628.9%
APO vs RJF
+735.3%
+893.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.4% |
| 7D | +3.5% | +1.5% | +2.0% | +2.5% |
| 30D | +4.4% | +6.7% | -2.4% | +0.2% |
| 3M | -12.1% | -7.3% | -4.7% | -7.4% |
| 6M | -7.2% | +9.8% | -17.0% | -12.7% |
| YTD | -15.1% | +5.6% | -20.8% | -18.1% |
| 1Y | -7.7% | +2.3% | -9.9% | -9.1% |
| 3Y | +49.6% | +73.6% | -24.0% | +6.8% |
| 5Y | +78.3% | +79.9% | -1.6% | +24.0% |
| 10Y | +827.7% | +328.8% | +498.9% | +273.5% |
| All | +1,628.9% | +735.3% | +893.6% | +377.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling