+1,804.4%
APO vs SGI
+488.2%
+1,316.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | -1.0% | +8.5% | -9.6% | -3.2% |
| 30D | +3.5% | +0.7% | +2.8% | +3.2% |
| 3M | +4.5% | +0.6% | +3.9% | +4.0% |
| 6M | +22.8% | -17.9% | +40.7% | +28.1% |
| YTD | -6.5% | -21.2% | +14.7% | -1.7% |
| 1Y | +0.8% | -18.9% | +19.7% | +4.8% |
| 3Y | +62.0% | +52.6% | +9.3% | +41.2% |
| 5Y | +138.2% | +60.7% | +77.5% | +99.8% |
| 10Y | +940.3% | +278.1% | +662.2% | +557.3% |
| All | +1,804.4% | +488.2% | +1,316.2% | +1,047.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling