+1,641.0%
APO vs SPG
+361.9%
+1,279.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.0% | +2.7% | +3.7% |
| 7D | +2.3% | +5.1% | -2.8% | +0.1% |
| 30D | +3.0% | +16.8% | -13.9% | -4.1% |
| 3M | -3.7% | +5.7% | -9.4% | -6.2% |
| 6M | -7.5% | +17.8% | -25.3% | -14.7% |
| YTD | -14.5% | +30.1% | -44.6% | -24.9% |
| 1Y | -6.2% | +32.8% | -38.9% | -18.3% |
| 3Y | +51.9% | +137.2% | -85.3% | +1.9% |
| 5Y | +76.5% | +81.5% | -5.0% | +32.1% |
| 10Y | +895.2% | +116.5% | +778.7% | +534.6% |
| All | +1,641.0% | +361.9% | +1,279.1% | +583.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling