+67.0%
APO vs ROP
+1.4%
+65.6%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | +1.2% |
| 7D | +0.8% | +2.1% | -1.4% | -0.3% |
| 30D | +1.0% | +32.9% | -31.9% | -14.0% |
| 3M | -8.4% | +20.3% | -28.7% | -17.7% |
| 6M | -9.1% | +36.8% | -45.9% | -25.4% |
| YTD | -18.3% | +8.1% | -26.4% | -21.9% |
| 1Y | -8.0% | +8.3% | -16.2% | -12.2% |
| 3Y | +47.1% | -3.2% | +50.3% | +51.7% |
| All | +67.0% | +1.4% | +65.6% | +57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling