+132.1%
APO vs RNG
-70.1%
+202.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.5% | -2.2% |
| 7D | -4.9% | -9.6% | +4.7% | -2.9% |
| 30D | -8.4% | +8.8% | -17.2% | -10.1% |
| 3M | -2.1% | +78.6% | -80.7% | -14.5% |
| 6M | +19.2% | +70.3% | -51.0% | +3.9% |
| YTD | -10.5% | +140.3% | -150.9% | -29.3% |
| 1Y | -2.7% | +126.6% | -129.3% | -22.4% |
| 3Y | +52.5% | +120.2% | -67.7% | +16.8% |
| 5Y | +132.1% | -68.3% | +200.4% | +129.6% |
| All | +132.1% | -70.1% | +202.2% | +129.6% |
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