+946.8%
APO vs RL
+304.3%
+642.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -0.9% |
| 7D | +0.1% | +1.9% | -1.8% | -0.7% |
| 30D | +3.9% | -12.2% | +16.1% | +9.8% |
| 3M | +3.8% | -6.6% | +10.4% | +6.3% |
| 6M | +22.3% | +3.2% | +19.1% | +18.2% |
| YTD | -7.8% | -1.3% | -6.5% | -9.0% |
| 1Y | -0.3% | +13.6% | -13.9% | -8.1% |
| 3Y | +57.1% | +210.9% | -153.8% | -9.0% |
| 5Y | +137.0% | +246.9% | -109.9% | +27.7% |
| 10Y | +946.8% | +310.1% | +636.7% | +410.0% |
| All | +946.8% | +304.3% | +642.5% | +410.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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