+78.7%
APO vs SPYG
+67.3%
+11.5%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.7% | +2.7% |
| 7D | +5.8% | +2.3% | +3.4% | +3.2% |
| 30D | +8.9% | -6.5% | +15.3% | +16.4% |
| 3M | -13.6% | -6.8% | -6.8% | -7.3% |
| 6M | -5.4% | -3.1% | -2.2% | -3.2% |
| YTD | -13.6% | +8.0% | -21.6% | -21.8% |
| 1Y | -2.5% | +10.2% | -12.7% | -13.9% |
| 3Y | +50.9% | +91.0% | -40.1% | -27.2% |
| All | +78.7% | +67.3% | +11.5% | -3.2% |
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