+57.1%
APO vs SGI
+59.4%
-2.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -0.9% | -1.2% |
| 7D | +0.1% | +9.3% | -9.2% | -3.2% |
| 30D | +3.9% | +6.9% | -3.0% | +1.3% |
| 3M | +3.8% | +2.8% | +0.9% | +2.1% |
| 6M | +22.3% | -12.6% | +34.9% | +26.8% |
| YTD | -7.8% | -21.5% | +13.7% | -0.7% |
| 1Y | -0.3% | -18.8% | +18.4% | +5.3% |
| 3Y | +57.1% | +60.8% | -3.7% | +29.9% |
| All | +57.1% | +59.4% | -2.2% | +29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling