-2.7%
APO vs RNG
+120.2%
-122.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.5% | -2.2% |
| 7D | -4.9% | -9.6% | +4.7% | -3.7% |
| 30D | -8.4% | +8.8% | -17.2% | -9.4% |
| 3M | -2.1% | +78.6% | -80.7% | -9.0% |
| 6M | +19.2% | +70.3% | -51.0% | +10.2% |
| YTD | -10.5% | +140.3% | -150.9% | -22.6% |
| 1Y | -2.7% | +126.6% | -129.3% | -16.7% |
| All | -2.7% | +120.2% | -122.9% | -16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling