+949.3%
APO vs SGI
+263.3%
+686.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | 0.0% |
| 7D | -1.0% | +0.6% | -1.6% | -1.2% |
| 30D | -0.4% | +5.5% | -5.9% | -2.2% |
| 3M | -0.9% | -3.6% | +2.7% | -0.1% |
| 6M | +22.1% | -15.0% | +37.2% | +27.3% |
| YTD | -8.4% | -23.0% | +14.6% | -1.7% |
| 1Y | -0.9% | -18.4% | +17.5% | +3.6% |
| 3Y | +56.1% | +57.8% | -1.6% | +29.1% |
| 5Y | +136.0% | +51.5% | +84.6% | +89.8% |
| 10Y | +949.3% | +275.2% | +674.1% | +463.8% |
| All | +949.3% | +263.3% | +686.1% | +463.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 10y: compounded portfolio wealth divided by compounded SGI 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…
10y analysis · Full analysis span regression · 6 months rolling