+1,804.4%
APO vs RVTY
+433.7%
+1,370.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -1.0% | +1.1% | -2.1% | -1.5% |
| 30D | +3.5% | +13.2% | -9.8% | -2.5% |
| 3M | +4.5% | +27.2% | -22.7% | -7.7% |
| 6M | +22.8% | +32.4% | -9.6% | +5.4% |
| YTD | -6.5% | +34.9% | -41.4% | -20.7% |
| 1Y | +0.8% | +52.4% | -51.5% | -20.1% |
| 3Y | +62.0% | +12.3% | +49.7% | +41.6% |
| 5Y | +138.2% | -30.8% | +169.1% | +162.5% |
| 10Y | +940.3% | +150.7% | +789.6% | +446.9% |
| All | +1,804.4% | +433.7% | +1,370.7% | +594.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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