+67.0%
APO vs XRT
-5.3%
+72.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.9% |
| 7D | +0.8% | +0.9% | -0.1% | +0.3% |
| 30D | +1.0% | +7.9% | -6.9% | -4.6% |
| 3M | -8.4% | -0.2% | -8.2% | -8.3% |
| 6M | -9.1% | +5.6% | -14.7% | -13.4% |
| YTD | -18.3% | +5.7% | -24.0% | -22.2% |
| 1Y | -8.0% | +14.6% | -22.6% | -17.7% |
| 3Y | +47.1% | +50.7% | -3.6% | +5.9% |
| All | +67.0% | -5.3% | +72.3% | +59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling