+853.3%
APO vs ROP
+185.2%
+668.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.4% |
| 7D | +5.8% | +0.7% | +5.0% | +5.2% |
| 30D | +8.9% | +28.8% | -19.9% | -8.8% |
| 3M | -13.6% | +21.1% | -34.7% | -24.8% |
| 6M | -5.4% | +52.5% | -57.9% | -31.5% |
| YTD | -13.6% | +8.9% | -22.5% | -20.6% |
| 1Y | -2.5% | +8.2% | -10.7% | -10.0% |
| 3Y | +50.9% | -5.2% | +56.0% | +52.8% |
| 5Y | +81.4% | +1.7% | +79.7% | +71.4% |
| All | +853.3% | +185.2% | +668.1% | +311.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 10y: compounded portfolio wealth divided by compounded ROP 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…
10y analysis · Full analysis span regression · 6 months rolling