+1,804.4%
APO vs ROST
+1,418.9%
+385.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | -1.0% | +0.9% | -2.0% | -1.4% |
| 30D | +3.5% | -8.9% | +12.4% | +7.7% |
| 3M | +4.5% | -0.8% | +5.4% | +4.5% |
| 6M | +22.8% | +8.5% | +14.3% | +17.3% |
| YTD | -6.5% | +28.6% | -35.1% | -17.5% |
| 1Y | +0.8% | +52.3% | -51.5% | -17.9% |
| 3Y | +62.0% | +94.8% | -32.9% | +16.3% |
| 5Y | +138.2% | +110.8% | +27.5% | +60.3% |
| 10Y | +940.3% | +304.5% | +635.7% | +436.8% |
| All | +1,804.4% | +1,418.9% | +385.5% | +496.1% |
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