+1,563.3%
APO vs STLD
+1,539.4%
+23.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | +0.8% | -11.1% | +11.9% | +5.3% |
| 30D | +1.0% | -4.8% | +5.8% | +2.7% |
| 3M | -8.4% | -14.6% | +6.2% | -3.6% |
| 6M | -9.1% | -7.4% | -1.7% | -7.8% |
| YTD | -18.3% | +32.6% | -50.9% | -28.5% |
| 1Y | -8.0% | +47.3% | -55.3% | -22.7% |
| 3Y | +47.1% | +107.5% | -60.5% | +6.3% |
| 5Y | +67.2% | +268.8% | -201.7% | -5.8% |
| 10Y | +871.8% | +883.3% | -11.5% | +242.1% |
| All | +1,563.3% | +1,539.4% | +23.9% | +336.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling