+78.7%
APO vs RNG
-72.1%
+150.8%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.9% |
| 7D | +5.8% | +4.6% | +1.1% | +4.7% |
| 30D | +8.9% | +0.4% | +8.5% | +8.4% |
| 3M | -13.6% | +11.4% | -25.1% | -16.3% |
| 6M | -5.4% | +95.7% | -101.1% | -20.4% |
| YTD | -13.6% | +162.9% | -176.5% | -34.1% |
| 1Y | -2.5% | +180.3% | -182.7% | -26.8% |
| 3Y | +50.9% | +188.3% | -137.5% | +6.8% |
| All | +78.7% | -72.1% | +150.8% | +91.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling