+1,651.7%
APO vs ROP
+510.7%
+1,140.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.3% |
| 7D | +0.2% | -2.9% | +3.1% | +2.1% |
| 30D | +3.1% | +30.1% | -26.9% | -13.7% |
| 3M | -12.0% | +19.9% | -31.9% | -22.6% |
| 6M | -5.0% | +46.0% | -51.0% | -28.2% |
| YTD | -14.0% | +8.4% | -22.4% | -20.8% |
| 1Y | -5.9% | +8.8% | -14.7% | -13.7% |
| 3Y | +51.6% | -5.6% | +57.2% | +53.1% |
| 5Y | +80.8% | +3.0% | +77.8% | +69.5% |
| 10Y | +839.9% | +184.0% | +655.9% | +343.5% |
| All | +1,651.7% | +510.7% | +1,140.9% | +408.3% |
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 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