+132.1%
APO vs RSG
+89.5%
+42.6%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.1% |
| 7D | -4.9% | -1.8% | -3.1% | -4.2% |
| 30D | -8.4% | +2.8% | -11.2% | -9.5% |
| 3M | -2.1% | +4.3% | -6.3% | -4.2% |
| 6M | +19.2% | -0.5% | +19.8% | +18.9% |
| YTD | -10.5% | +5.2% | -15.8% | -13.8% |
| 1Y | -2.7% | -2.1% | -0.6% | -2.7% |
| 3Y | +52.5% | +56.5% | -4.0% | +16.2% |
| 5Y | +132.1% | +89.5% | +42.6% | +48.9% |
| All | +132.1% | +89.5% | +42.6% | +48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling