+895.2%
APO vs RL
+397.7%
+497.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.8% | -1.2% | +2.1% |
| 7D | +2.3% | +0.2% | +2.0% | +2.3% |
| 30D | +3.0% | +7.3% | -4.3% | -0.1% |
| 3M | -3.7% | +1.0% | -4.7% | -4.4% |
| 6M | -7.5% | +11.8% | -19.3% | -13.1% |
| YTD | -14.5% | +13.6% | -28.1% | -20.8% |
| 1Y | -6.2% | +24.0% | -30.2% | -16.6% |
| 3Y | +51.9% | +256.6% | -204.7% | -17.2% |
| 5Y | +76.5% | +240.2% | -163.8% | -4.3% |
| 10Y | +895.2% | +373.0% | +522.3% | +365.2% |
| All | +895.2% | +397.7% | +497.6% | +365.2% |
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