-5.4%
APO vs ROST
+7.2%
-12.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.1% | +2.5% |
| 7D | +5.8% | +0.3% | +5.5% | +5.6% |
| 30D | +8.9% | +0.5% | +8.4% | +9.1% |
| 3M | -13.6% | -5.2% | -8.4% | -12.9% |
| 6M | -5.4% | +9.8% | -15.2% | -5.6% |
| All | -5.4% | +7.2% | -12.6% | -5.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling