+54.8%
APO vs RNG
+122.1%
-67.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | -1.0% | -4.1% | +3.1% | -0.3% |
| 30D | -0.4% | +8.6% | -9.0% | -1.9% |
| 3M | -0.9% | +78.0% | -78.8% | -11.2% |
| 6M | +22.1% | +67.0% | -44.9% | +9.5% |
| YTD | -8.4% | +142.4% | -150.8% | -25.0% |
| 1Y | -0.9% | +120.4% | -121.4% | -17.6% |
| All | +54.8% | +122.1% | -67.2% | +27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling