+1,804.4%
APO vs ROK
+527.4%
+1,277.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -1.3% |
| 7D | -1.0% | +0.7% | -1.7% | -1.4% |
| 30D | +3.5% | -3.3% | +6.8% | +5.4% |
| 3M | +4.5% | -5.9% | +10.4% | +7.2% |
| 6M | +22.8% | +13.9% | +8.9% | +12.1% |
| YTD | -6.5% | +12.6% | -19.1% | -14.5% |
| 1Y | +0.8% | +28.6% | -27.8% | -14.8% |
| 3Y | +62.0% | +45.1% | +16.9% | +23.0% |
| 5Y | +138.2% | +45.6% | +92.7% | +76.4% |
| 10Y | +940.3% | +345.0% | +595.2% | +304.7% |
| All | +1,804.4% | +527.4% | +1,277.0% | +480.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling