+1,804.4%
APO vs ROL
+660.4%
+1,144.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.8% |
| 7D | -1.0% | -1.4% | +0.4% | -0.4% |
| 30D | +3.5% | -4.1% | +7.6% | +5.1% |
| 3M | +4.5% | -22.5% | +27.0% | +15.4% |
| 6M | +22.8% | -37.7% | +60.4% | +48.1% |
| YTD | -6.5% | -39.6% | +33.1% | +13.5% |
| 1Y | +0.8% | -36.0% | +36.8% | +18.8% |
| 3Y | +62.0% | -5.1% | +67.1% | +56.2% |
| 5Y | +138.2% | -3.4% | +141.6% | +122.2% |
| 10Y | +940.3% | +215.2% | +725.0% | +417.9% |
| All | +1,804.4% | +660.4% | +1,144.0% | +499.0% |
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