-5.1%
APO vs RL
+22.3%
-27.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.8% | -1.2% | +2.9% |
| 7D | +2.3% | +0.2% | +2.0% | +2.3% |
| 30D | +3.0% | +7.3% | -4.3% | +1.3% |
| 3M | -3.7% | +1.0% | -4.7% | -3.8% |
| 6M | -7.5% | +11.8% | -19.3% | -9.9% |
| YTD | -14.5% | +13.6% | -28.1% | -16.5% |
| All | -5.1% | +22.3% | -27.4% | -9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling