-3.9%
APO vs RSG
-1.5%
-2.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | +0.1% | +1.0% |
| 7D | -3.5% | 0.0% | -3.5% | -3.5% |
| 30D | -6.6% | +4.0% | -10.5% | -5.9% |
| 3M | -3.3% | +7.4% | -10.6% | -1.9% |
| 6M | +22.6% | +0.1% | +22.5% | +23.5% |
| YTD | -9.8% | +6.0% | -15.8% | -10.8% |
| 1Y | -3.9% | -3.0% | -0.9% | -5.1% |
| All | -3.9% | -1.5% | -2.4% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 1y: compounded portfolio wealth divided by compounded RSG 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…
1y analysis · Full analysis span regression · 6 months rolling