+57.1%
APO vs ROST
+97.9%
-40.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.2% |
| 7D | +0.1% | +0.2% | -0.1% | 0.0% |
| 30D | +3.9% | -10.0% | +13.8% | +8.2% |
| 3M | +3.8% | +1.2% | +2.5% | +2.9% |
| 6M | +22.3% | +8.9% | +13.3% | +17.0% |
| YTD | -7.8% | +28.1% | -35.9% | -18.2% |
| 1Y | -0.3% | +53.0% | -53.3% | -18.7% |
| 3Y | +57.1% | +97.9% | -40.7% | +17.9% |
| All | +57.1% | +97.9% | -40.7% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 3y: compounded portfolio wealth divided by compounded ROST 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…
3y analysis · Full analysis span regression · 6 months rolling