+1,651.7%
APO vs SPG
+365.3%
+1,286.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | +0.2% | +2.7% | -2.6% | -1.1% |
| 30D | +3.1% | +16.6% | -13.4% | -3.9% |
| 3M | -12.0% | +8.1% | -20.1% | -15.1% |
| 6M | -5.0% | +19.3% | -24.3% | -12.9% |
| YTD | -14.0% | +31.1% | -45.1% | -24.7% |
| 1Y | -5.9% | +32.8% | -38.7% | -18.1% |
| 3Y | +51.6% | +135.8% | -84.2% | +2.0% |
| 5Y | +80.8% | +85.1% | -4.3% | +34.2% |
| 10Y | +839.9% | +115.9% | +724.0% | +500.5% |
| All | +1,651.7% | +365.3% | +1,286.3% | +584.9% |
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