+155.5%
APO vs VSXY
+37.4%
+118.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -1.0% |
| 7D | -1.0% | -14.0% | +13.0% | +1.2% |
| 30D | +3.5% | -15.9% | +19.4% | +6.0% |
| 3M | +4.5% | +3.4% | +1.1% | +3.0% |
| 6M | +22.8% | +25.9% | -3.1% | +13.9% |
| YTD | -6.5% | +39.5% | -46.0% | -15.3% |
| 1Y | +0.8% | +194.4% | -193.5% | -22.1% |
| 3Y | +62.0% | +281.4% | -219.5% | +7.8% |
| 5Y | +138.2% | +12.8% | +125.5% | +98.5% |
| All | +155.5% | +37.4% | +118.1% | +107.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling