+1,651.7%
APO vs STRL
+1,697.9%
-46.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.9% | -4.8% | -0.7% |
| 7D | +0.2% | +7.1% | -7.0% | -1.4% |
| 30D | +3.1% | -39.4% | +42.5% | +11.4% |
| 3M | -12.0% | -43.0% | +31.0% | -4.5% |
| 6M | -5.0% | -65.0% | +60.0% | +10.9% |
| YTD | -14.0% | -0.8% | -13.2% | -22.8% |
| 1Y | -5.9% | -20.3% | +14.4% | -12.0% |
| 3Y | +51.6% | +356.5% | -304.9% | -5.4% |
| 5Y | +80.8% | +952.8% | -872.0% | -6.7% |
| 10Y | +839.9% | +3,877.1% | -3,037.2% | +265.8% |
| All | +1,651.7% | +1,697.9% | -46.3% | +630.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling