+1,804.4%
APO vs RL
+267.6%
+1,536.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.6% | -1.4% |
| 7D | -1.0% | -0.8% | -0.2% | -0.7% |
| 30D | +3.5% | -7.8% | +11.2% | +6.6% |
| 3M | +4.5% | -4.0% | +8.5% | +5.7% |
| 6M | +22.8% | -1.9% | +24.7% | +21.6% |
| YTD | -6.5% | -0.2% | -6.3% | -8.0% |
| 1Y | +0.8% | +10.7% | -9.8% | -5.1% |
| 3Y | +62.0% | +210.8% | -148.8% | +0.1% |
| 5Y | +138.2% | +238.2% | -100.0% | +39.8% |
| 10Y | +940.3% | +313.4% | +626.9% | +429.0% |
| All | +1,804.4% | +267.6% | +1,536.8% | +855.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling