+78.7%
APO vs STRL
+906.9%
-828.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.1% | +4.8% | +2.3% |
| 7D | +5.8% | +15.7% | -9.9% | +2.6% |
| 30D | +8.9% | -35.5% | +44.4% | +17.0% |
| 3M | -13.6% | -47.1% | +33.5% | -3.9% |
| 6M | -5.4% | -65.8% | +60.4% | +13.2% |
| YTD | -13.6% | -4.5% | -9.1% | -27.7% |
| 1Y | -2.5% | -10.5% | +8.0% | -17.4% |
| 3Y | +50.9% | +340.6% | -289.8% | -32.7% |
| All | +78.7% | +906.9% | -828.1% | -55.1% |
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