+1,563.3%
APO vs STRL
+1,396.0%
+167.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -1.1% |
| 7D | +0.8% | -26.9% | +27.7% | +5.5% |
| 30D | +1.0% | -52.7% | +53.7% | +14.4% |
| 3M | -8.4% | -52.8% | +44.4% | +3.0% |
| 6M | -9.1% | -71.5% | +62.4% | +10.2% |
| YTD | -18.3% | -17.4% | -0.9% | -24.1% |
| 1Y | -8.0% | -35.0% | +27.0% | -10.5% |
| 3Y | +47.1% | +239.2% | -192.2% | -3.2% |
| 5Y | +67.2% | +830.2% | -763.0% | -11.6% |
| 10Y | +871.8% | +3,574.7% | -2,702.9% | +286.4% |
| All | +1,563.3% | +1,396.0% | +167.4% | +618.4% |
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