+1,641.0%
APO vs ROL
+721.5%
+919.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.1% | +2.6% | +3.8% |
| 7D | +2.3% | +7.5% | -5.2% | -0.7% |
| 30D | +3.0% | +21.1% | -18.1% | -4.9% |
| 3M | -3.7% | +3.1% | -6.9% | -5.4% |
| 6M | -7.5% | -27.4% | +20.0% | +4.5% |
| YTD | -14.5% | -34.7% | +20.2% | +0.1% |
| 1Y | -6.2% | -32.9% | +26.8% | +8.5% |
| 3Y | +51.9% | +6.1% | +45.8% | +39.9% |
| 5Y | +76.5% | +16.3% | +60.1% | +51.5% |
| 10Y | +895.2% | +214.9% | +680.4% | +397.1% |
| All | +1,641.0% | +721.5% | +919.5% | +428.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling