+1,563.3%
APO vs RL
+295.2%
+1,268.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +0.9% | +0.1% |
| 7D | +0.8% | -4.2% | +4.9% | +2.6% |
| 30D | +1.0% | +4.3% | -3.2% | -0.5% |
| 3M | -8.4% | -4.6% | -3.8% | -7.0% |
| 6M | -9.1% | +1.7% | -10.8% | -10.9% |
| YTD | -18.3% | +7.3% | -25.7% | -22.0% |
| 1Y | -8.0% | +20.8% | -28.8% | -16.3% |
| 3Y | +47.1% | +247.0% | -199.9% | -13.0% |
| 5Y | +67.2% | +225.5% | -158.3% | -0.5% |
| 10Y | +871.8% | +363.0% | +508.8% | +374.4% |
| All | +1,563.3% | +295.2% | +1,268.1% | +709.8% |
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