+838.8%
APO vs RNG
+327.7%
+511.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.3% | +0.2% |
| 7D | -1.0% | +5.8% | -6.8% | -2.2% |
| 30D | +3.5% | +19.6% | -16.2% | -0.2% |
| 3M | +4.5% | +67.0% | -62.5% | -6.7% |
| 6M | +22.8% | +88.4% | -65.6% | +5.8% |
| YTD | -6.5% | +155.5% | -162.0% | -25.5% |
| 1Y | +0.8% | +141.7% | -140.8% | -19.1% |
| 3Y | +62.0% | +131.1% | -69.1% | +26.2% |
| 5Y | +138.2% | -70.6% | +208.8% | +152.2% |
| 10Y | +940.3% | +228.2% | +712.0% | +530.1% |
| All | +838.8% | +327.7% | +511.1% | +433.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling