+67.0%
APO vs SPG
+74.6%
-7.6%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.3% | -1.0% |
| 7D | +0.8% | +4.9% | -4.1% | -2.5% |
| 30D | +1.0% | +15.6% | -14.6% | -9.0% |
| 3M | -8.4% | +4.1% | -12.5% | -11.1% |
| 6M | -9.1% | +13.6% | -22.7% | -18.1% |
| YTD | -18.3% | +27.5% | -45.9% | -33.0% |
| 1Y | -8.0% | +32.2% | -40.2% | -26.6% |
| 3Y | +47.1% | +126.0% | -78.9% | -22.8% |
| All | +67.0% | +74.6% | -7.6% | -1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling