+853.3%
APO vs SPYG
+393.2%
+460.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.7% | +2.8% |
| 7D | +5.8% | +2.3% | +3.4% | +3.0% |
| 30D | +8.9% | -6.5% | +15.3% | +16.8% |
| 3M | -13.6% | -6.8% | -6.8% | -7.0% |
| 6M | -5.4% | -3.1% | -2.2% | -3.1% |
| YTD | -13.6% | +8.0% | -21.6% | -22.2% |
| 1Y | -2.5% | +10.2% | -12.7% | -14.4% |
| 3Y | +50.9% | +91.0% | -40.1% | -29.3% |
| 5Y | +81.4% | +67.7% | +13.6% | -0.5% |
| All | +853.3% | +393.2% | +460.1% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 10y: compounded portfolio wealth divided by compounded SPYG 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…
10y analysis · Full analysis span regression · 6 months rolling