-5.1%
APO vs ROL
-32.4%
+27.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.1% | +2.6% | +4.6% |
| 7D | +2.3% | +7.5% | -5.2% | +2.1% |
| 30D | +3.0% | +21.1% | -18.1% | +2.6% |
| 3M | -3.7% | +3.1% | -6.9% | -4.3% |
| 6M | -7.5% | -27.4% | +20.0% | -8.4% |
| YTD | -14.5% | -34.7% | +20.2% | -16.0% |
| All | -5.1% | -32.4% | +27.3% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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