+137.0%
APO vs SGI
+61.8%
+75.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -0.9% | -1.2% |
| 7D | +0.1% | +9.3% | -9.2% | -3.8% |
| 30D | +3.9% | +6.9% | -3.0% | +0.8% |
| 3M | +3.8% | +2.8% | +0.9% | +1.8% |
| 6M | +22.3% | -12.6% | +34.9% | +27.3% |
| YTD | -7.8% | -21.5% | +13.7% | +0.1% |
| 1Y | -0.3% | -18.8% | +18.4% | +5.7% |
| 3Y | +57.1% | +60.8% | -3.7% | +18.1% |
| 5Y | +137.0% | +60.0% | +77.0% | +61.1% |
| All | +137.0% | +61.8% | +75.2% | +61.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling