+837.0%
APO vs SPG
+114.5%
+722.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.1% |
| 7D | +3.5% | +3.1% | +0.4% | +2.1% |
| 30D | +4.4% | +16.4% | -12.1% | -2.5% |
| 3M | -12.1% | +7.1% | -19.1% | -14.7% |
| 6M | -7.2% | +16.1% | -23.3% | -13.6% |
| YTD | -15.1% | +30.4% | -45.6% | -25.2% |
| 1Y | -7.7% | +33.0% | -40.6% | -19.3% |
| 3Y | +49.6% | +134.6% | -85.1% | +2.6% |
| 5Y | +78.3% | +84.9% | -6.6% | +33.5% |
| All | +837.0% | +114.5% | +722.4% | +514.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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