+916.7%
APO vs RNG
+222.9%
+693.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -3.5% | -6.1% | +2.6% | -2.3% |
| 30D | -6.6% | +9.6% | -16.2% | -8.3% |
| 3M | -3.3% | +83.3% | -86.6% | -15.3% |
| 6M | +22.6% | +77.9% | -55.3% | +6.7% |
| YTD | -9.8% | +139.9% | -149.7% | -27.5% |
| 1Y | -3.9% | +121.7% | -125.5% | -21.7% |
| 3Y | +52.5% | +121.9% | -69.4% | +19.3% |
| 5Y | +134.0% | -68.4% | +202.4% | +143.1% |
| All | +916.7% | +222.9% | +693.8% | +516.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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