+946.8%
APO vs STRL
+7,463.3%
-6,516.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.2% | -4.6% | -2.1% |
| 7D | +0.1% | +10.1% | -10.0% | -2.1% |
| 30D | +3.9% | -8.2% | +12.1% | +5.4% |
| 3M | +3.8% | -43.7% | +47.5% | +15.5% |
| 6M | +22.3% | +27.1% | -4.8% | +5.3% |
| YTD | -7.8% | +64.0% | -71.8% | -26.7% |
| 1Y | -0.3% | +75.2% | -75.5% | -23.7% |
| 3Y | +57.1% | +539.9% | -482.8% | -19.7% |
| 5Y | +137.0% | +2,133.0% | -1,996.0% | -15.4% |
| 10Y | +946.8% | +7,178.3% | -6,231.4% | +179.8% |
| All | +946.8% | +7,463.3% | -6,516.4% | +179.8% |
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