+57.1%
APO vs SPG
+112.2%
-55.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -2.1% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | +3.9% | -4.9% | +8.8% | +7.2% |
| 3M | +3.8% | +3.3% | +0.4% | +0.4% |
| 6M | +22.3% | +11.2% | +11.1% | +12.0% |
| YTD | -7.8% | +17.1% | -24.9% | -18.8% |
| 1Y | -0.3% | +21.6% | -21.9% | -14.8% |
| 3Y | +57.1% | +111.9% | -54.7% | +7.3% |
| All | +57.1% | +112.2% | -55.1% | +7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling