+1,804.4%
APO vs ROP
+419.4%
+1,385.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.6% | +3.0% | +1.8% |
| 7D | -1.0% | -4.4% | +3.4% | +2.0% |
| 30D | +3.5% | +3.2% | +0.2% | +1.1% |
| 3M | +4.5% | +23.1% | -18.5% | -10.5% |
| 6M | +22.8% | +13.3% | +9.5% | +10.5% |
| YTD | -6.5% | -7.9% | +1.4% | -3.5% |
| 1Y | +0.8% | -22.1% | +22.9% | +16.8% |
| 3Y | +62.0% | -16.8% | +78.8% | +78.4% |
| 5Y | +138.2% | -13.5% | +151.8% | +152.8% |
| 10Y | +940.3% | +137.7% | +802.6% | +455.2% |
| All | +1,804.4% | +419.4% | +1,385.0% | +519.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling