+1,804.4%
APO vs SPG
+310.8%
+1,493.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.2% |
| 7D | -1.0% | -2.4% | +1.4% | +0.1% |
| 30D | +3.5% | -6.8% | +10.3% | +6.9% |
| 3M | +4.5% | +2.7% | +1.9% | +2.8% |
| 6M | +22.8% | +5.5% | +17.3% | +19.0% |
| YTD | -6.5% | +15.7% | -22.2% | -13.3% |
| 1Y | +0.8% | +20.9% | -20.0% | -8.3% |
| 3Y | +62.0% | +112.4% | -50.4% | +14.2% |
| 5Y | +138.2% | +101.4% | +36.9% | +72.0% |
| 10Y | +940.3% | +60.6% | +879.6% | +674.7% |
| All | +1,804.4% | +310.8% | +1,493.6% | +688.9% |
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