+129.2%
APO vs SPYG
+85.2%
+44.0%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | -0.1% |
| 7D | -3.5% | -0.9% | -2.6% | -2.5% |
| 30D | -6.6% | -1.5% | -5.0% | -4.9% |
| 3M | -3.3% | +3.7% | -7.0% | -7.4% |
| 6M | +22.6% | +16.4% | +6.2% | +2.6% |
| YTD | -9.8% | +13.3% | -23.1% | -22.1% |
| 1Y | -3.9% | +17.9% | -21.7% | -21.0% |
| 3Y | +52.5% | +98.3% | -45.9% | -29.5% |
| All | +129.2% | +85.2% | +44.0% | +11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling