+837.0%
APO vs STRL
+3,816.9%
-2,979.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.1% |
| 7D | +3.5% | +23.4% | -20.0% | -1.2% |
| 30D | +4.4% | -39.5% | +43.9% | +14.2% |
| 3M | -12.1% | -45.1% | +33.0% | -2.5% |
| 6M | -7.2% | -64.6% | +57.3% | +10.7% |
| YTD | -15.1% | -1.5% | -13.6% | -26.6% |
| 1Y | -7.7% | -20.8% | +13.1% | -15.8% |
| 3Y | +49.6% | +353.1% | -303.5% | -20.2% |
| 5Y | +78.3% | +942.9% | -864.6% | -27.3% |
| All | +837.0% | +3,816.9% | -2,979.9% | +186.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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