+1,659.1%
APO vs ROST
+1,428.4%
+230.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.1% | +2.8% |
| 7D | +5.8% | +0.3% | +5.5% | +5.6% |
| 30D | +8.9% | +0.5% | +8.4% | +8.8% |
| 3M | -13.6% | -5.2% | -8.4% | -11.6% |
| 6M | -5.4% | +9.8% | -15.2% | -10.0% |
| YTD | -13.6% | +29.4% | -43.0% | -24.1% |
| 1Y | -2.5% | +44.4% | -46.8% | -18.5% |
| 3Y | +50.9% | +95.0% | -44.1% | +8.4% |
| 5Y | +81.4% | +111.9% | -30.5% | +21.8% |
| 10Y | +843.9% | +301.2% | +542.7% | +387.6% |
| All | +1,659.1% | +1,428.4% | +230.7% | +448.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling