+54.8%
APO vs VSXY
+353.1%
-298.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | -0.3% |
| 7D | -1.0% | -10.7% | +9.7% | +0.1% |
| 30D | -0.4% | -24.3% | +23.9% | +2.4% |
| 3M | -0.9% | +1.0% | -1.9% | -1.6% |
| 6M | +22.1% | +57.4% | -35.2% | +12.7% |
| YTD | -8.4% | +39.8% | -48.2% | -14.4% |
| 1Y | -0.9% | +196.5% | -197.4% | -17.5% |
| All | +54.8% | +353.1% | -298.3% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 3y: compounded portfolio wealth divided by compounded VSXY 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…
3y analysis · Full analysis span regression · 6 months rolling