+67.0%
APO vs STRL
+779.4%
-712.4%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -1.1% |
| 7D | +0.8% | -26.9% | +27.7% | +5.7% |
| 30D | +1.0% | -52.7% | +53.7% | +15.8% |
| 3M | -8.4% | -52.8% | +44.4% | +4.2% |
| 6M | -9.1% | -71.5% | +62.4% | +13.0% |
| YTD | -18.3% | -17.4% | -0.9% | -29.6% |
| 1Y | -8.0% | -35.0% | +27.0% | -15.0% |
| 3Y | +47.1% | +239.2% | -192.2% | -30.0% |
| All | +67.0% | +779.4% | -712.4% | -56.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling