-5.1%
APO vs XRT
+16.2%
-21.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.7% | +1.0% | +2.1% |
| 7D | +2.3% | +2.5% | -0.2% | +0.7% |
| 30D | +3.0% | +10.3% | -7.3% | -2.9% |
| 3M | -3.7% | +2.4% | -6.1% | -5.1% |
| 6M | -7.5% | +10.0% | -17.5% | -13.3% |
| YTD | -14.5% | +9.5% | -24.1% | -17.8% |
| All | -5.1% | +16.2% | -21.3% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 1y: compounded portfolio wealth divided by compounded XRT 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…
1y analysis · Full analysis span regression · 6 months rolling