+80.8%
APO vs STLD
+291.0%
-210.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.3% |
| 7D | +0.2% | -0.5% | +0.6% | +0.3% |
| 30D | +3.1% | -0.1% | +3.2% | +2.9% |
| 3M | -12.0% | -9.2% | -2.8% | -9.2% |
| 6M | -5.0% | +1.8% | -6.7% | -7.3% |
| YTD | -14.0% | +42.1% | -56.1% | -28.0% |
| 1Y | -5.9% | +58.5% | -64.5% | -25.0% |
| 3Y | +51.6% | +128.2% | -76.7% | +1.1% |
| 5Y | +80.8% | +288.2% | -207.4% | -3.7% |
| All | +80.8% | +291.0% | -210.2% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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