-7.7%
APO vs ROL
-34.6%
+27.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.2% |
| 7D | +3.5% | -1.7% | +5.2% | +3.5% |
| 30D | +4.4% | +18.5% | -14.2% | +4.1% |
| 3M | -12.1% | +4.3% | -16.4% | -12.5% |
| 6M | -7.2% | -27.7% | +20.5% | -8.1% |
| YTD | -15.1% | -35.8% | +20.7% | -16.5% |
| 1Y | -7.7% | -34.1% | +26.4% | -9.1% |
| All | -7.7% | -34.6% | +27.0% | -9.1% |
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