-3.9%
APO vs ROK
+27.3%
-31.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.8% | +0.3% |
| 7D | -3.5% | -1.2% | -2.3% | -3.1% |
| 30D | -6.6% | -4.8% | -1.8% | -5.1% |
| 3M | -3.3% | -6.1% | +2.8% | -1.8% |
| 6M | +22.6% | +15.5% | +7.1% | +14.8% |
| YTD | -9.8% | +11.2% | -21.0% | -14.0% |
| 1Y | -3.9% | +23.8% | -27.7% | -14.5% |
| All | -3.9% | +27.3% | -31.2% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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