-5.9%
APO vs SPG
+33.6%
-39.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | +0.2% | +2.7% | -2.6% | -0.9% |
| 30D | +3.1% | +16.6% | -13.4% | -2.1% |
| 3M | -12.0% | +8.1% | -20.1% | -14.6% |
| 6M | -5.0% | +19.3% | -24.3% | -13.1% |
| YTD | -14.0% | +31.1% | -45.1% | -26.1% |
| 1Y | -5.9% | +32.8% | -38.7% | -19.8% |
| All | -5.9% | +33.6% | -39.5% | -19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling